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In a fully-Bayesian Functional Principal Components Analysis (FPCA) the principal components are treated as unknown infinite-dimensional parameters. By projecting the functional principal components on a rich orthonormal spline basis, we…

统计方法学 · 统计学 2026-04-30 Joseph Sartini , Scott Zeger , Ciprian Crainiceanu

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…

统计方法学 · 统计学 2025-10-21 Haiyan Liu , Jeanine Houwing-Duistermaat

We propose a new fast generalized functional principal components analysis (fast-GFPCA) algorithm for dimension reduction of non-Gaussian functional data. The method consists of: (1) binning the data within the functional domain; (2)…

统计方法学 · 统计学 2023-06-06 Andrew Leroux , Ciprian Crainiceanu , Julia Wrobel

Principal Component Analysis (PCA) is a fundamental tool for data visualization, denoising, and dimensionality reduction. It is widely popular in Statistics, Machine Learning, Computer Vision, and related fields. However, PCA is well-known…

机器学习 · 统计学 2023-07-21 Debolina Paul , Saptarshi Chakraborty , Swagatam Das

Motivated by risk assessment of coastal flooding, we consider time-consuming simulators with a spatial output. The aim is to perform sensitivity analysis (SA), quantifying the influence of input parameters on the output. There are three…

统计方法学 · 统计学 2021-01-05 T. V. E. Perrin , O. Roustant , J. Rohmer , O. Alata , J. P. Naulin , D. Idier , R. Pedreros , D. Moncoulon , P. Tinard

In recent times, functional data analysis (FDA) has been successfully applied in the field of high dimensional data classification. In this paper, we present a novel classification framework using functional data and classwise Principal…

机器学习 · 统计学 2021-06-29 Avishek Chatterjee , Satyaki Mazumder , Koel Das

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…

统计方法学 · 统计学 2024-07-11 Corentin Ségalas , Catherine Helmer , Robin Genuer , Cécile Proust-Lima

This paper extends robust principal component analysis (RPCA) to nonlinear manifolds. Suppose that the observed data matrix is the sum of a sparse component and a component drawn from some low dimensional manifold. Is it possible to…

机器学习 · 计算机科学 2019-11-12 He Lyu , Ningyu Sha , Shuyang Qin , Ming Yan , Yuying Xie , Rongrong Wang

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…

统计方法学 · 统计学 2022-04-13 Ci-Ren Jiang , Eardi Lila , John AD Aston , Jane-Ling Wang

Principal component analysis (PCA) is a popular tool for linear dimensionality reduction and feature extraction. Kernel PCA is the nonlinear form of PCA, which better exploits the complicated spatial structure of high-dimensional features.…

计算机视觉与模式识别 · 计算机科学 2014-09-02 Quan 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…

统计方法学 · 统计学 2023-08-22 Fei Ding , Shiyuan He , David E. Jones , Jianhua Z. Huang

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…

统计方法学 · 统计学 2024-07-23 Tui Nolan , Sylvia Richardson , Hélène Ruffieux

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…

统计方法学 · 统计学 2021-01-19 Guangxing Wang , Sisheng Liu , Fang Han , Chongzhi Di

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…

统计方法学 · 统计学 2025-06-04 Maria Laura Battagliola , Jan O. Bauer

We provide a probabilistic and infinitesimal view of how the principal component analysis procedure (PCA) can be generalized to analysis of nonlinear manifold valued data. Starting with the probabilistic PCA interpretation of the Euclidean…

统计理论 · 数学 2018-06-26 Stefan Sommer

Functional Principal Components Analysis (FPCA) provides a parsimonious, semi-parametric model for multivariate, sparsely-observed functional data. Frequentist FPCA approaches estimate principal components (PCs) from the data, then…

统计方法学 · 统计学 2026-05-11 Joseph Sartini , Scott Zeger , Ciprian Crainiceanu

In this work, we develop a novel principal component analysis (PCA) for semimartingales by introducing a suitable spectral analysis for the quadratic variation operator. Motivated by high-dimensional complex systems typically found in…

统计理论 · 数学 2016-03-10 Alberto Ohashi , Alexandre B Simas

This paper presents a novel approach to functional principal component analysis (FPCA) in Bayes spaces in the setting where densities are the object of analysis, but only few individual samples from each density are observed. We use the…

统计方法学 · 统计学 2023-09-21 Lisa Steyer , Sonja Greven

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…

统计理论 · 数学 2010-03-02 Ci-Ren Jiang , Jane-Ling Wang

Functional principal component analysis has become the most important dimension reduction technique in functional data analysis. Based on B-spline approximation, functional principal components (FPCs) can be efficiently estimated by the…

统计方法学 · 统计学 2022-11-10 Shiyuan He , Hanxuan Ye , Kejun He