Empirically driven orthonormal bases for functional data analysis

DOI10.1007/978-3-030-55874-1_76MaRDI QIDQ5152875zbMATH OpenOpenAlexWikidataFDO

Authors Hiba Nassar, Krzysztof Podgórski

Publication date 27 September 2021

Published in Lecture Notes in Computational Science and Engineering (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2103.07453, https://orbit.dtu.dk/en/publications/f7d00bdd-0fc5-4095-991e-4c68cc00c73a

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Functional data analysis (62R10) Numerical computation using splines (65D07)

Abstract: In implementations of the functional data methods, the effect of the initial choice of an orthonormal basis has not gained much attention in the past. Typically, several standard bases such as Fourier, wavelets, splines, etc. are considered to transform observed functional data and a choice is made without any formal criteria indicating which of the bases is preferable for the initial transformation of the data into functions. In an attempt to address this issue, we propose a strictly data-driven method of orthogonal basis selection. The method uses recently introduced orthogonal spline bases called the splinets obtained by efficient orthogonalization of the B-splines. The algorithm learns from the data in the machine learning style to efficiently place knots. The optimality criterion is based on the average (per functional data point) mean square error and is utilized both in the learning algorithms and in comparison studies. The latter indicates efficiency that is particularly evident for the sparse functional data and to a lesser degree in analyses of responses to complex physical systems.

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Cited in

(6)

• Homogeneity problem for basis expansion of functional data with applications to resistive memories
• Data driven orthogonal basis selection for functional data analysis
• Dyadic diagonalization of positive definite band matrices and efficient \(B\)-spline orthogonalization
• Adaptive basis selection for functional data analysis via stochastic penalization
• Roughness regularization for functional data analysis with free knots spline estimation
• Efficient spline orthogonal basis for representation of density functions

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