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Functional Principal Components Analysis (FPCA) is a widely used analytic tool for dimension reduction of functional data. Traditional implementations of FPCA estimate the principal components from the data, then treat these estimates as…

Methodology · Statistics 2026-04-03 Joseph Sartini , Xinkai Zhou , Liz Selvin , Scott Zeger , Ciprian Crainiceanu

Functional principal component analysis (FPCA) is an important technique for dimension reduction in functional data analysis (FDA). Classical FPCA method is based on the Karhunen-Lo\`{e}ve expansion, which assumes a linear structure of the…

Methodology · Statistics 2023-06-27 Rou Zhong , Chunming Zhang , Jingxiao Zhang

Multilinear Principal Component Analysis (MPCA) is a widely utilized method for the dimension reduction of tensor data. However, the integration of MPCA into federated learning remains unexplored in existing research. To tackle this gap,…

Machine Learning · Computer Science 2024-04-30 Chengyu Zhou , Yuqi Su , Tangbin Xia , Xiaolei Fang

Principal component analysis (PCA) is often used for analyzing data in the most diverse areas. In this work, we report an integrated approach to several theoretical and practical aspects of PCA. We start by providing, in an intuitive and…

Computational Engineering, Finance, and Science · Computer Science 2021-06-09 Felipe L. Gewers , Gustavo R. Ferreira , Henrique F. de Arruda , Filipi N. Silva , Cesar H. Comin , Diego R. Amancio , Luciano da F. Costa

Functional principal component analysis (FPCA) is a widely used technique in functional data analysis for identifying the primary sources of variation in a sample of random curves. The eigenfunctions obtained from standard FPCA typically…

Methodology · Statistics 2025-06-04 Maria Laura Battagliola , Jan O. Bauer

The Principal Component Analysis (PCA) is a data dimensionality reduction technique well-suited for processing data from sensor networks. It can be applied to tasks like compression, event detection, and event recognition. This technique is…

Networking and Internet Architecture · Computer Science 2010-03-13 Yann-Aël Le Borgne , Sylvain Raybaud , Gianluca Bontempi

Functional principal component analysis (FPCA) has been widely used to capture major modes of variation and reduce dimensions in functional data analysis. However, standard FPCA based on the sample covariance estimator does not work well in…

Methodology · Statistics 2021-01-19 Guangxing Wang , Sisheng Liu , Fang Han , Chongzhi Di

Traditional principal component analysis (PCA) is well known in high-dimensional data analysis, but it requires to express data by a matrix with observations to be continuous. To overcome the limitations, a new method called flexible PCA…

Methodology · Statistics 2021-08-17 Tonglin Zhang , Baijian Yang , Qianqian Song , Jing Su

In this paper we review existing methods for robust functional principal component analysis (FPCA) and propose a new method for FPCA that can be applied to longitudinal data where only a few observations per trajectory are available. This…

Methodology · Statistics 2020-12-04 Graciela Boente , Matias Salibian-Barrera

Functional data analysis is concerned with the analysis of infinite-dimensional data functions. Functional principal component analysis (FPCA) is a key method to obtain finite-dimensional summaries. Consistency of FPCA has been…

Methodology · Statistics 2026-04-24 Tim Kutta , Nina Dörnemann , Piotr Kokoszka

Functional principal component analysis (FPCA) is a key tool in the study of functional data, driving both exploratory analyses and feature construction for use in formal modeling and testing procedures. However, existing methods for FPCA…

Methodology · Statistics 2026-03-24 Caitrin Murphy , Eric Laber , Rhonda Merwin , Brian Reich , Jake Koerner

We propose generalized conditional functional principal components analysis (GC-FPCA) for the joint modeling of the fixed and random effects of non-Gaussian functional outcomes. The method scales up to very large functional data sets by…

Methodology · Statistics 2024-11-18 Yu Lu , Xinkai Zhou , Erjia Cui , Dustin Rogers , Ciprian M. Crainiceanu , Julia Wrobel , Andrew Leroux

This paper presents a novel approach to functional principal component analysis (FPCA) in Bayes spaces in the setting where densities are the object of analysis, but only few individual samples from each density are observed. We use the…

Methodology · Statistics 2023-09-21 Lisa Steyer , Sonja Greven

With the advance of modern technology, more and more data are being recorded continuously during a time interval or intermittently at several discrete time points. They are both examples of "functional data", which have become a prevailing…

Methodology · Statistics 2015-07-21 Jane-Ling Wang , Jeng-Min Chiou , Hans-Georg Mueller

We propose a new fast generalized functional principal components analysis (fast-GFPCA) algorithm for dimension reduction of non-Gaussian functional data. The method consists of: (1) binning the data within the functional domain; (2)…

Methodology · Statistics 2023-06-06 Andrew Leroux , Ciprian Crainiceanu , Julia Wrobel

Analyzing longitudinal data in health studies is challenging due to sparse and error-prone measurements, strong within-individual correlation, missing data and various trajectory shapes. While mixed-effect models (MM) effectively address…

Methodology · Statistics 2024-07-11 Corentin Ségalas , Catherine Helmer , Robin Genuer , Cécile Proust-Lima

Functional Principal Component Analysis (FPCA) has become a widely-used dimension reduction tool for functional data analysis. When additional covariates are available, existing FPCA models integrate them either in the mean function or in…

Methodology · Statistics 2022-04-13 Ci-Ren Jiang , Eardi Lila , John AD Aston , Jane-Ling Wang

Functional time series (FTS) data have become increasingly available in real-world applications. Research on such data typically focuses on two objectives: curve reconstruction and forecasting, both of which require efficient dimension…

Methodology · Statistics 2025-06-23 Zerui Guo , Jianbin Tan , Hui Huang

This work aims at performing Functional Principal Components Analysis (FPCA) with Horvitz-Thompson estimators when the observations are curves collected with survey sampling techniques. One important motivation for this study is that FPCA…

Statistics Theory · Mathematics 2009-12-19 Hervé Cardot , Mohamed Chaouch , Camelia Goga , Catherine Labruère

Functional data analysis is an important research field in statistics which treats data as random functions drawn from some infinite-dimensional functional space, and functional principal component analysis (FPCA) based on…

Statistics Theory · Mathematics 2024-04-03 Hang Zhou , Dongyi Wei , Fang Yao
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