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Related papers: Does PCA Work for Rough Functional Data?

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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

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

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 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

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

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

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 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

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

Incorporating covariates into functional principal component analysis (PCA) can substantially improve the representation efficiency of the principal components and predictive performance. However, many existing functional PCA methods do not…

Methodology · Statistics 2023-08-22 Fei Ding , Shiyuan He , David E. Jones , Jianhua Z. Huang

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

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

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

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

This paper introduces a robust approach to functional principal component analysis (FPCA) for relative data, particularly density functions. While recent papers have studied density data within the Bayes space framework, there has been…

Functional principal component analysis (FPCA) has played an important role in the development of functional time series analysis. This note investigates how FPCA can be used to analyze cointegrated functional time series and proposes a…

Methodology · Statistics 2023-04-18 Won-Ki Seo

Principal component analysis (PCA) is arguably the most widely used approach for large-dimensional factor analysis. While it is effective when the factors are sufficiently strong, it can be inconsistent when the factors are weak and/or the…

Methodology · Statistics 2025-08-22 Zhongyuan Lyu , Ming Yuan

Functional principal component analysis (FPCA) is a fundamental tool and has attracted increasing attention in recent decades, while existing methods are restricted to data with a single or finite number of random functions (much smaller…

Methodology · Statistics 2021-01-22 Xiaoyu Hu , Fang Yao

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

Functional data analyses typically proceed by smoothing, followed by functional PCA. This paradigm implicitly assumes that rough variation is due to nuisance noise. Nevertheless, relevant functional features such as time-localised or short…

Methodology · Statistics 2018-09-19 Marie-Hélène Descary , Victor M. Panaretos
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