Related papers: A wavelet-based method in aggregated functional da…
Functional data analysis is ubiquitous in most areas of sciences and engineering. Several paradigms are proposed to deal with the dimensionality problem which is inherent to this type of data. Sparseness, penalization, thresholding, among…
This article presents an Analysis of Variance model for functional data that explicitly incorporates phase variability through a time-warping component, allowing for a unified approach to estimation and inference in presence of amplitude…
Inspired by the key principle behind the EM algorithm, we propose a general methodology for conducting wavelet estimation with irregularly-spaced data by viewing the data as the observed portion of an augmented regularly-spaced data set. We…
In this paper we study the problem of computing wavelet coefficients of compactly supported functions from their Fourier samples. For this, we use the recently introduced framework of generalized sampling. Our first result demonstrates that…
Functional data analysis finds widespread application across various fields. While functional data are intrinsically infinite-dimensional, in practice, they are observed only at a finite set of points, typically over a dense grid. As a…
The development of wavelet theory has in recent years spawned applications in signal processing, in fast algorithms for integral transforms, and in image and function representation methods. This last application has stimulated interest in…
We present a Bayesian approach for modeling multivariate, dependent functional data. To account for the three dominant structural features in the data--functional, time dependent, and multivariate components--we extend hierarchical dynamic…
We consider data-adaptive wavelet estimation of a trend function in a time series model with strongly dependent Gaussian residuals. Asymptotic expressions for the optimal mean integrated squared error and corresponding optimal smoothing and…
We propose an estimation approach to analyse correlated functional data which are observed on unequal grids or even sparsely. The model we use is a functional linear mixed model, a functional analogue of the linear mixed model. Estimation…
In this paper we propose a new adaptive wavelet denoising methodology using complex wavelets. The method is based on a fully Bayesian hierarchical model in the complex wavelet domain that uses a bivariate mixture prior on the wavelet…
Functional principal components analysis is a popular tool for inference on functional data. Standard approaches rely on an eigendecomposition of a smoothed covariance surface in order to extract the orthonormal functions representing the…
This paper explores a class of empirical Bayes methods for level-dependent threshold selection in wavelet shrinkage. The prior considered for each wavelet coefficient is a mixture of an atom of probability at zero and a heavy-tailed…
Wavelets are scaleable, oscillatory functions that deviate from zero only within a limited spatial regime and have average value zero. In addition to their use as source characterizers, wavelet functions are rapidly gaining currency within…
A reduced-rank mixed effects model is developed for robust modeling of sparsely observed paired functional data. In this model, the curves for each functional variable are summarized using a few functional principal components, and the…
Mathematical formulations and proofs for a wavelet based statistic employed in functional data analysis is elaborately discussed in this report. The propositions and derivations discussed here apply to a wavelet based statistic with hard…
In implementations of the functional data methods, the effect of the initial choice of an orthonormal basis has not gained much attention in the past. Typically, several standard bases such as Fourier, wavelets, splines, etc. are considered…
Ongoing advances in microbiome profiling have allowed unprecedented insights into the molecular activities of microbial communities. This has fueled a strong scientific interest in understanding the critical role the microbiome plays in…
Functional data analysis involves data described by regular functions rather than by a finite number of real valued variables. While some robust data analysis methods can be applied directly to the very high dimensional vectors obtained…
In climate change study, the infrared spectral signatures of climate change have recently been conceptually adopted, and widely applied to identifying and attributing atmospheric composition change. We propose a Bayesian hierarchical model…
In this paper we propose a wavelet-based methodology for estimation and variable selection in partially linear models. The inference is conducted in the wavelet domain, which provides a sparse and localized decomposition appropriate for…