Related papers: Functional principal component analysis with infor…
Functional time series have become an integral part of both functional data and time series analysis. Important contributions to methodology, theory and application for the prediction of future trajectories and the estimation of functional…
In a longitudinal metabolomics study, multiple metabolites are measured from several observations at many time points. Interest lies in reducing the dimensionality of such data and in highlighting influential metabolites which change over…
In functional data analysis, replicate observations of a smooth functional process and its derivatives offer a unique opportunity to flexibly estimate continuous-time ordinary differential equation models. Ramsay (1996) first proposed to…
Irregular longitudinal data with informative visit times arise when patients' visits are partly driven by concurrent disease outcomes. However, existing methods such as inverse intensity weighting (IIW), often overlook or have not…
We study additive function-on-function regression where the mean response at a particular time point depends on the time point itself as well as the entire covariate trajectory. We develop a computationally efficient estimation methodology…
We propose a nonstationary functional time series forecasting method with an application to age-specific mortality rates observed over the years. The method begins by taking the first-order differencing and estimates its long-run covariance…
In practice functional data are sampled on a discrete set of observation points and often susceptible to noise. We consider in this paper the setting where such data are used as explanatory variables in a regression problem. If the primary…
Real-time monitoring in modern medical research introduces functional longitudinal data, characterized by continuous-time measurements of outcomes, treatments, and confounders. This complexity leads to uncountably infinite…
Survival outcomes are common in comparative effectiveness studies and require unique handling because they are usually incompletely observed due to right-censoring. A ``once for all'' approach for causal inference with survival outcomes…
We study semiparametric factor models in high-dimensional panels where the factor loadings consist of a nonparametric component explained by observed covariates and an idiosyncratic component capturing unobserved heterogeneity. A key…
Principal component analysis (PCA) is a classical feature extraction method, but it may be adversely affected by outliers, resulting in inaccurate learning of the projection matrix. This paper proposes a robust method to estimate both the…
Variable selection, also known as feature selection in machine learning, plays an important role in modeling high dimensional data and is key to data-driven scientific discoveries. We consider here the problem of detecting influential…
Principal component analysis (PCA) aims at estimating the direction of maximal variability of a high-dimensional dataset. A natural question is: does this task become easier, and estimation more accurate, when we exploit additional…
The functional linear model is an important extension of the classical regression model allowing for scalar responses to be modeled as functions of stochastic processes. Yet, despite the usefulness and popularity of the functional linear…
When functional data manifest amplitude and phase variations, a commonly-employed framework for analyzing them is to take away the phase variation through a function alignment and then to apply standard tools to the aligned functions. A…
We propose a new method to impute missing values in mixed datasets. It is based on a principal components method, the factorial analysis for mixed data, which balances the influence of all the variables that are continuous and categorical…
Happ and Greven (2018) developed a methodology for principal components analysis of multivariate functional data observed on different dimensional domains. Their approach relies on an estimation of univariate functional principal components…
Many scientific questions in biomedical, environmental, and psychological research involve understanding the effects of multiple factors on outcomes. While factorial experiments are ideal for this purpose, randomized controlled treatment…
Learning about causal effects in target populations and their subsets may be facilitated by combining information from multiple sources. One major class of study designs that combine information involves appending an index study with data…
When generating social policies and pricing annuity at national and subnational levels, it is essential both to forecast mortality accurately and ensure that forecasts at the subnational level add up to the forecasts at the national level.…