Results 221 to 230 of about 300,116 (259)

Fast Multilevel Functional Principal Component Analysis

Journal of Computational and Graphical Statistics, 2022
We introduce fast multilevel functional principal component analysis (fast MFPCA), which scales up to high dimensional functional data measured at multiple visits. The new approach is orders of magnitude faster than and achieves comparable estimation accuracy with the original MFPCA (Di et al., 2009).
Erjia Cui   +3 more
openaire   +2 more sources

Supervised functional principal component analysis

Statistics and Computing, 2017
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Yunlong Nie   +3 more
openaire   +1 more source

Principal Components Analysis of Sampled Functions

Psychometrika, 1986
This paper describes a technique for principal components analysis of data consisting of n functions each observed at p argument values. This problem arises particularly in the analysis of longitudinal data in which some behavior of a number of subjects
Besse, Philippe, Ramsay, J. O.
openaire   +1 more source

Sensitivity analysis in functional principal component analysis

Computational Statistics, 2005
Penalized functional principal components analysis (PCA) is considered. Sensitivity analysis based on the empirical influence functions (EIF) is discussed. EIFs are calculated for a fixed penalty parameter \(\lambda\) and for \(\lambda\) obtained by cross-validation. Cook's distances are proposed for single-case diagnostics.
Yoshihiro Yamanishi, Yutaka Tanaka
openaire   +2 more sources

Principal component analysis of infinite variance functional data

Journal of Multivariate Analysis, 2023
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Piotr Kokoszka, Rafal Kulik
openaire   +1 more source

A Wavelet Approach to Functional Principal Component Analysis

1998
The aim of this paper is to approximate the estimates in the principal component analysis of a continuous time stochastic process (functional PCA) by using wavelet methods. A short review of estimating in the functional PCA leads to the problem of solving the integral equation with the covariance function as kernel.
Francisco A. Ocaña   +2 more
openaire   +1 more source

Uncertainty in functional principal component analysis

Journal of Applied Statistics, 2016
ABSTRACTPrincipal component analysis (PCA) and functional principal analysis are key tools in multivariate analysis, in particular modelling yield curves, but little attention is given to questions of uncertainty, neither in the components themselves nor in any derived quantities such as scores.
James Sharpe, Nick Fieller
openaire   +1 more source

Adaptive functional principal components analysis

open access: yesJournal of the Royal Statistical Society Series B: Statistical Methodology
Abstract Functional data analysis almost always involves smoothing discrete observations into curves, because they are never observed in continuous time and rarely without error. Although smoothing parameters affect the subsequent inference, data-driven methods for selecting these parameters are not well-developed, frustrated by the ...
Valentin Patilea
exaly   +4 more sources

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