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A new framework is developed to intrinsically analyze sparsely observed Riemannian functional data. It features four innovative components: a frame-independent covariance function, a smooth vector bundle termed covariance vector bundle, a…

Methodology · Statistics 2022-05-18 Lingxuan Shao , Zhenhua Lin , Fang Yao

Non-stationary extremal dependence, whereby the relationship between the extremes of multiple variables evolves over time, is commonly observed in many environmental and financial data sets. However, most multivariate extreme value models…

Methodology · Statistics 2025-09-29 C. J. R. Murphy-Barltrop , J. L. Wadsworth , M. de Carvalho , B. D. Youngman

We consider the problem of analyzing the heterogeneity of clustering distributions for multiple groups of observed data, each of which is indexed by a covariate value, and inferring global clusters arising from observations aggregated over…

Methodology · Statistics 2012-12-06 XuanLong Nguyen

We propose a framework for descriptively analyzing sets of partial orders based on the concept of depth functions. Despite intensive studies of depth functions in linear and metric spaces, there is very little discussion on depth functions…

Machine Learning · Computer Science 2024-02-12 Hannah Blocher , Georg Schollmeyer , Christoph Jansen , Malte Nalenz

Anomaly detection is a fundamental problem in data mining field with many real-world applications. A vast majority of existing anomaly detection methods predominately focused on data collected from a single source. In real-world…

Machine Learning · Computer Science 2019-08-13 Yuening Li , Ninghao Liu , Jundong Li , Mengnan Du , Xia Hu

The problem of estimating missing fragments of curves from a functional sample has been widely considered in the literature. However, a majority of the reconstruction methods rely on estimating the covariance matrix or the components of its…

Methodology · Statistics 2021-08-26 Antonio Elías , Raúl Jiménez , Hanlin Shang

Modern longitudinal studies collect multiple outcomes as the primary endpoints to understand the complex dynamics of the diseases. Oftentimes, especially in clinical trials, the joint variations among the multidimensional responses play a…

Methodology · Statistics 2024-01-17 Salil Koner , Sheng Luo

In many applications, smooth processes generate data that is recorded under a variety of observation regimes, such as dense, sparse or fragmented observations that are often contaminated with error. The statistical goal of registering and…

Applications · Statistics 2019-12-12 James Matuk , Karthik Bharath , Oksana Chkrebtii , Sebastian Kurtek

Using the fact that some depth functions characterize certain family of distribution functions, and under some mild conditions, distribution of the depth is continuous, we have constructed several new multivariate goodness of fit tests…

Statistics Theory · Mathematics 2024-05-14 Rahul Singh , Subhajit Dutta , Neeraj Misra

Generalized dimensions of multifractal measures are usually seen as static objects, related to the scaling properties of suitable partition functions, or moments of measures of cells. When these measures are invariant for the flow of a…

Dynamical Systems · Mathematics 2019-10-02 Théophile Caby , Davide Faranda , Giorgio Mantica , Sandro Vaienti , Pascal Yiou

This article presents an empirical validation of the functional multidimensional scaling model, a novel approach that improves the smoothness of time-varying dissimilarities in a low-dimensional space, embedding a modified Adam stochastic…

Applications · Statistics 2025-05-21 Liting Li

Aggregating multi-subject functional magnetic resonance imaging (fMRI) data is indispensable for generating valid and general inferences from patterns distributed across human brains. The disparities in anatomical structures and functional…

Machine Learning · Computer Science 2019-11-20 Weida Li , Mingxia Liu , Fang Chen , Daoqiang Zhang

The analysis of multivariate functional curves has the potential to yield important scientific discoveries in domains such as healthcare, medicine, economics and social sciences. However, it is common for real-world settings to present…

Methodology · Statistics 2024-07-23 Tui Nolan , Sylvia Richardson , Hélène Ruffieux

Statistical depth functions are a standard tool in nonparametric statistics to extend order-based univariate methods to the multivariate setting. Since there is no universally accepted total order for fuzzy data (even in the univariate…

Statistics Theory · Mathematics 2024-01-05 Luis González-De La Fuente , Alicia Nieto-Reyes , Pedro Terán

A method for extracting multiscale geometric features from a data cloud is proposed and analyzed. The basic idea is to map each pair of data points into a real-valued feature function defined on $[0,1]$. The construction of these feature…

Statistics Theory · Mathematics 2019-12-16 Gabriel Chandler , Wolfgang Polonik

We propose a model-based clustering algorithm for a general class of functional data for which the components could be curves or images. The random functional data realizations could be measured with error at discrete, and possibly random,…

Machine Learning · Statistics 2022-03-14 Steven Golovkine , Nicolas Klutchnikoff , Valentin Patilea

Multivariate time series data come as a collection of time series describing different aspects of a certain temporal phenomenon. Anomaly detection in this type of data constitutes a challenging problem yet with numerous applications in…

Artificial Intelligence · Computer Science 2025-11-12 Jinbo Li , Hesam Izakian , Witold Pedrycz , Iqbal Jamal

In geophysics, inverse modelling can be applied to a wide range of goals, including, for instance, mapping the distribution of rock physical parameters in applied geophysics and calibrating models to forecast the behaviour of natural…

Nonparametric estimation of the mean and covariance functions is ubiquitous in functional data analysis and local linear smoothing techniques are most frequently used. Zhang and Wang (2016) explored different types of asymptotic properties…

Statistics Theory · Mathematics 2025-01-28 Shaojun Guo , Dong Li , Xinghao Qiao , Yizhu Wang

Estimation of the mean and covariance parameters for functional data is a critical task, with local linear smoothing being a popular choice. In recent years, many scientific domains are producing multivariate functional data for which $p$,…

Statistics Theory · Mathematics 2024-09-24 Alexander Petersen