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Existing approaches for multivariate functional principal component analysis are restricted to data on the same one-dimensional interval. The presented approach focuses on multivariate functional data on different domains that may differ in…

Methodology · Statistics 2017-07-10 C. Happ , S. Greven

We propose a nonparametric method to explicitly model and represent the derivatives of smooth underlying trajectories for longitudinal data. This representation is based on a direct Karhunen--Lo\`eve expansion of the unobserved derivatives…

Methodology · Statistics 2017-07-17 Xiongtao Dai , Hans-Georg Müller , Wenwen Tao

Classical multivariate principal component analysis has been extended to functional data and termed functional principal component analysis (FPCA). Most existing FPCA approaches do not accommodate covariate information, and it is the goal…

Statistics Theory · Mathematics 2010-03-02 Ci-Ren Jiang , Jane-Ling Wang

P-splines provide a flexible and computationally efficient smoothing framework and are commonly used for derivative estimation in functional data. Including an additive penalty term in P-splines has been shown to improve estimates of…

Methodology · Statistics 2026-02-24 Yueyun Zhu , Steven Golovkine , Norma Bargary , Andrew J. Simpkin

Functional principal component analysis (FPCA) based on the Karhunen--Lo\`{e}ve decomposition has been successfully applied in many applications, mainly for one sample problems. In this paper we consider common functional principal…

Statistics Theory · Mathematics 2009-01-28 Michal Benko , Wolfgang Härdle , Alois Kneip

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

Multivariate functional principal component analysis (MFPCA) is a powerful dimension reduction technique for analyzing multiple functional variables simultaneously. However, existing MFPCA methods assume that all functional observations are…

Traditional Functional Principal Component Analysis typically focuses on densely observed univariate functional data, yet many applications, particularly in longitudinal studies, involve multivariate functional data observed sparsely and…

Methodology · Statistics 2026-03-23 Uche Mbaka , Michelle Carey

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…

Methodology · Statistics 2025-01-28 Steven Golovkine , Edward Gunning , Andrew J. Simpkin , Norma Bargary

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

Situations of a functional predictor paired with a scalar response are increasingly encountered in data analysis. Predictors are often appropriately modeled as square integrable smooth random functions. Imposing minimal assumptions on the…

Statistics Theory · Mathematics 2009-09-08 Peter Hall , Hans-Georg Müller , Fang Yao

The conditional copula model arises when the dependence between random variables is influenced by another covariate. Despite its importance in modelling complex dependence structures, there are very few fully nonparametric approaches to…

Statistics Theory · Mathematics 2024-07-30 Toihir Soulaimana Djaloud , Cheikh Tidiane Seck

Multivariate Functional Principal Component Analysis (MFPCA) is a valuable tool for exploring relationships and identifying shared patterns of variation in multivariate functional data. However, controlling the roughness of the extracted…

Methodology · Statistics 2023-06-27 Hossein Haghbin , Yue Zhao , Mehdi Maadooliat

We investigate the approximation of path functionals. In particular, we advocate the use of the Karhunen-Lo\`eve expansion, the continuous analogue of Principal Component Analysis, to extract relevant information from the image of a…

Mathematical Finance · Quantitative Finance 2022-05-03 Valentin Tissot-Daguette

Measuring functional connectivity from fMRI is important in understanding processing in cortical networks. However, because brain's connection pattern is complex, currently used methods are prone to produce false connections. We introduce…

Neurons and Cognition · Quantitative Biology 2020-06-23 Tiger w. Lin , Giri P. Krishnan , Maxim Bazhenov , Terrence J. Sejnowski

Digital health technologies enable high-frequency collection of data in near-continuous time and capture rich information about the health of individuals. The raw data collected by these devices often have a hierarchical functional…

When measurements fall below or above a detection threshold, the resulting data are missing not at random (MNAR), posing challenges for statistical analysis. For example, in longitudinal biomarker studies, observations may be subject to…

Methodology · Statistics 2025-10-21 Haiyan Liu , Jeanine Houwing-Duistermaat

In the context of multivariate functional data with individual phase variation, we develop a robust depth-based approach to estimate the main pattern function when cross-component time warping is also present. In particular, we consider the…

Methodology · Statistics 2026-02-02 Ana Arribas-Gil , Sara López-Pintado

In this paper we present a nonparametric method for extending functional regression methodology to the situation where more than one functional covariate is used to predict a functional response. Borrowing the idea from Kadri et al.…

Machine Learning · Statistics 2013-01-16 Hachem Kadri , Philippe Preux , Emmanuel Duflos , Stéphane Canu

The covariance structure of multivariate functional data can be highly complex, especially if the multivariate dimension is large, making extensions of statistical methods for standard multivariate data to the functional data setting…

Methodology · Statistics 2022-02-04 Javier Zapata , Sang-Yun Oh , Alexander Petersen
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