Functional Data Analysis
TLDR
In this article, the authors provide an overview of FDA, starting with simple statistical notions such as mean and covariance functions, then covering some core techniques, the most popular of which is functional principal component analysis (FPCA).Abstract:
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. These are both examples of functional data, which has become a commonly encountered type of data. Functional data analysis (FDA) encompasses the statistical methodology for such data. Broadly interpreted, FDA deals with the analysis and theory of data that are in the form of functions. This paper provides an overview of FDA, starting with simple statistical notions such as mean and covariance functions, then covering some core techniques, the most popular of which is functional principal component analysis (FPCA). FPCA is an important dimension reduction tool, and in sparse data situations it can be used to impute functional data that are sparsely observed. Other dimension reduction approaches are also discussed. In addition, we review another core technique, functional linear regression, as well as clustering and classification of functional d...read more
Citations
More filters
Journal ArticleDOI
Simultaneous confidence bands for functional data using the Gaussian Kinematic formula
TL;DR: In this article, simultaneous confidence bands (SCBs) for functional parameters over arbitrary dimensional compact domains using the Gaussian Kinematic formula of t -processes (tGKF) were proposed.
Journal ArticleDOI
Functional-bandwidth kernel for Support Vector Machine with Functional Data: An alternating optimization algorithm
TL;DR: This paper proposes to use kernels with functional bandwidths to Tuning the functional parameters of the new kernel, so that accuracy may be improved, and the time intervals critical for classification are identified.
Journal ArticleDOI
Weak-convergence of empirical conditional processes and conditional U-processes involving functional mixing data
Journal ArticleDOI
A Functional Data Method for Causal Dynamic Network Modeling of Task-Related fMRI.
TL;DR: This paper proposes a causal dynamic network (CDN) method to estimate brain activations and connections simultaneously in fMRI, which achieves higher estimation accuracy while improving the computational speed by from tens to thousands of times.
Posted Content
Procrustes Metrics on Covariance Operators and Optimal Transportation of Gaussian Processes
TL;DR: In this article, the manifold geometry of the space of trace-class infinite-dimensional covariance operators and associated key statistical properties, under the recently proposed infinite dimensional version of the Procrustes metric, is described.
References
More filters
Journal ArticleDOI
Nonlinear dimensionality reduction by locally linear embedding.
Sam T. Roweis,Lawrence K. Saul +1 more
TL;DR: Locally linear embedding (LLE) is introduced, an unsupervised learning algorithm that computes low-dimensional, neighborhood-preserving embeddings of high-dimensional inputs that learns the global structure of nonlinear manifolds.
Journal ArticleDOI
A global geometric framework for nonlinear dimensionality reduction.
TL;DR: An approach to solving dimensionality reduction problems that uses easily measured local metric information to learn the underlying global geometry of a data set and efficiently computes a globally optimal solution, and is guaranteed to converge asymptotically to the true structure.
Journal ArticleDOI
Dynamic programming algorithm optimization for spoken word recognition
TL;DR: This paper reports on an optimum dynamic progxamming (DP) based time-normalization algorithm for spoken word recognition, in which the warping function slope is restricted so as to improve discrimination between words in different categories.
Journal ArticleDOI
Generalized Additive Models
Trevor Hastie,Robert Tibshirani +1 more
TL;DR: The class of generalized additive models is introduced, which replaces the linear form E fjXj by a sum of smooth functions E sj(Xj), and has the advantage of being completely auto- matic, i.e., no "detective work" is needed on the part of the statistician.