相关论文: Principal Nested Spheres for Time Warped Functiona…

This paper investigates a general regularization framework for unsupervised domain adaptation in vector-valued regression under the covariate shift assumption, utilizing vector-valued reproducing kernel Hilbert spaces (vRKHS). Covariate…

Spherical symmetry arguments are used to produce a general device to convert identities and inequalities for the $p$th absolute moments of real-valued random variables into the corresponding identities and inequalities for the $p$th moments…

We study efficient distributed algorithms for the fundamental problem of principal component analysis and leading eigenvector computation on the sphere, when the data are randomly distributed among a set of computational nodes. We propose a…

Video prediction is a pixel-wise dense prediction task to infer future frames based on past frames. Missing appearance details and motion blur are still two major problems for current predictive models, which lead to image distortion and…

In this paper, we set up the theoretical foundations for a high-dimensional functional factor model approach in the analysis of large cross-sections (panels) of functional time series (FTS). We first establish a representation result…

We provide a space domain oriented separation of magnetic fields into parts generated by sources in the exterior and sources in the interior of a given sphere. The separation itself is well-known in geomagnetic modeling, usually in terms of…

In many applications, the data lie on a type of cone, where there is a distinction between an overall scale variable and the remaining scale-free structure. For example, the joint size and shape of objects are points on a cone, where size…

This paper presents static and dynamic versions of univariate, multivariate, and multilevel functional time-series methods to forecast implied volatility surfaces in foreign exchange markets. We find that dynamic functional principal…

The fractional Fourier transform (FrFT), a fundamental operation in physics that corresponds to a rotation of phase space by any angle, is also an indispensable tool employed in digital signal processing for noise reduction. Processing of…

Assessing variability according to distinct factors in data is a fundamental technique of statistics. The method commonly regarded to as analysis of variance (ANOVA) is, however, typically confined to the case where all levels of a factor…

Functional Principal Component Analysis is a reference method for dimension reduction of curve data. Its theoretical properties are now well understood in the simplified case where the sample curves are fully observed without noise.…

The use of principal component methods to analyze functional data is appropriate in a wide range of different settings. In studies of ``functional data analysis,'' it has often been assumed that a sample of random functions is observed…

Variational inference approximates Bayesian posterior distributions by projecting onto a tractable family of distributions. While most theoretical analyses evaluate the quality of this approximation using global divergence measures, many…

We analyze the transition between pulled and pushed fronts both analytically and numerically from a model-independent perspective. Based on minimal conceptual assumptions, we show that pushed fronts bifurcate from a branch of pulled fronts…

We propose a nonlinear function-on-function regression model where both the covariate and the response are random functions. The nonlinear regression is carried out in two steps: we first construct Hilbert spaces to accommodate the…

While the existence of low-dimensional embedding manifolds has been shown in patterns of collective motion, the current battery of nonlinear dimensionality reduction methods are not amenable to the analysis of such manifolds. This is mainly…

A novel data-driven method of modal analysis for complex flow dynamics, termed as reduced-order variational mode decomposition (RVMD), has been proposed, combining the idea of the separation of variables and a state-of-the-art nonstationary…

Nonstationary spatial processes can often be represented as stationary processes on a warped spatial domain. Selecting an appropriate spatial warping function for a given application is often difficult and, as a result of this, warping…

In machine learning it is common to interpret each data point as a vector in Euclidean space. However the data may actually be functional i.e.\ each data point is a function of some variable such as time and the function is discretely…

Regularized variants of Principal Components Analysis, especially Sparse PCA and Functional PCA, are among the most useful tools for the analysis of complex high-dimensional data. Many examples of massive data, have both sparse and…