Fast covariance estimation for sparse functional data
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DOI10.1007/S11222-017-9744-8zbMATH Open1384.62142DBLPjournals/sac/XiaoLCC18OpenAlexW2299690271WikidataQ49434882 ScholiaQ49434882MaRDI QIDQ101688FDOQ101688
Abstract: Smoothing of noisy sample covariances is an important component in functional data analysis. We propose a novel covariance smoothing method based on penalized splines and associated software. The proposed method is a bivariate spline smoother that is designed for covariance smoothing and can be used for sparse functional or longitudinal data. We propose a fast algorithm for covariance smoothing using leave-one-subject-out cross validation. Our simulations show that the proposed method compares favorably against several commonly used methods. The method is applied to a study of child growth led by one of coauthors and to a public dataset of longitudinal CD4 counts.
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(34)- Oracle-efficient confidence envelopes for covariance functions in dense functional data
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