Multivariate functional principal component analysis for data observed on different (dimensional) domains
From MaRDI portal
Abstract: Existing approaches for multivariate functional principal component analysis are restricted to data on the same one-dimensional interval. The presented approach focuses on multivariate functional data on different domains that may differ in dimension, e.g. functions and images. The theoretical basis for multivariate functional principal component analysis is given in terms of a Karhunen-Lo`eve Theorem. For the practically relevant case of a finite Karhunen-Lo`eve representation, a relationship between univariate and multivariate functional principal component analysis is established. This offers an estimation strategy to calculate multivariate functional principal components and scores based on their univariate counterparts. For the resulting estimators, asymptotic results are derived. The approach can be extended to finite univariate expansions in general, not necessarily orthonormal bases. It is also applicable for sparse functional data or data with measurement error. A flexible R-implementation is available on CRAN. The new method is shown to be competitive to existing approaches for data observed on a common one-dimensional domain. The motivating application is a neuroimaging study, where the goal is to explore how longitudinal trajectories of a neuropsychological test score covary with FDG-PET brain scans at baseline. Supplementary material, including detailed proofs, additional simulation results and software is available online.
Recommendations
- Multivariate functional principal component analysis: A normalization approach
- Principal components for multivariate functional data
- Spatial functional principal component analysis with applications to brain image data
- Selected statistical methods of data analysis for multivariate functional data
- A unified approach to functional principal component analysis and functional multiple-set canonical correlation
Cites work
- A useful variant of the Davis-Kahan theorem for statisticians
- Analysis of individual differences in multidimensional scaling via an \(n\)-way generalization of ``Eckart-Young decomposition
- Flexible smoothing with B-splines and penalties. With comments and a rejoinder by the authors
- Functional analysis
- Functional Data Analysis for Sparse Longitudinal Data
- Functional data analysis.
- Generalized functional linear models
- scientific article; zbMATH DE number 3719745 (Why is no real title available?)
- scientific article; zbMATH DE number 43868 (Why is no real title available?)
- Linear processes in function spaces. Theory and applications
- Methodology and convergence rates for functional linear regression
- Model-based clustering for multivariate functional data
- Multivariate functional principal component analysis: A normalization approach
- On Properties of Functional Principal Components Analysis
- Principal components for multivariate functional data
- The analysis of two-way functional data using two-way regularized singular value decompositions
- The classical theory of integral equations. A concise treatment.
Cited in
(only showing first 100 items - show all)- Multilevel functional principal component analysis
- Robust functional principal component analysis for non-Gaussian longitudinal data
- A unified approach to functional principal component analysis and functional multiple-set canonical correlation
- Clustering multivariate functional data using unsupervised binary trees
- Anomaly detection: a functional analysis perspective
- Region-referenced spectral power dynamics of EEG signals: a hierarchical modeling approach
- Subgroup analysis for high-dimensional functional regression
- Time-varying functional principal components for non-stationary \(\text{EpCO}_2\) in freshwater systems
- Bayesian latent factor regression for multivariate functional data with variable selection
- Predictive functional linear models with diverging number of semiparametric single-index interactions
- Functional multiple-outcome model in application to multivariate growth curves of infant data
- Covariate balancing functional propensity score for functional treatments in cross-sectional observational studies
- Identifying multiple changes for a functional data sequence with application to freeway traffic segmentation
- Intrinsic Riemannian functional data analysis
- Independent component analysis for multivariate functional data
- Nonlinear and additive principal component analysis for functional data
- Multivariate functional principal component analysis: A normalization approach
- Longitudinal Principal Component Analysis With an Application to Marketing Data
- Sparse Functional Principal Component Analysis in High Dimensions
- Modeling and analysis of functional method comparison data
- Sparse Functional Boxplots for Multivariate Curves
- Two-Dimensional Functional Principal Component Analysis for Image Feature Extraction
- Smooth principal component analysis over two-dimensional manifolds with an application to neuroimaging
- Principal Component Analysis of Spatially Indexed Functions
- Fast Multilevel Functional Principal Component Analysis
- Multinomial logistic factor regression for multi-source functional block-wise missing data
- Cross‐component registration for multivariate functional data, with application to growth curves
- Joint model for survival and multivariate sparse functional data with application to a study of Alzheimer's Disease
- Classification of multivariate functional data on different domains with partial least squares approaches
- Multipopulation mortality modelling and forecasting: the weighted multivariate functional principal component approaches
- Functional principal component analysis for partially observed elliptical process
- Factor models for high‐dimensional functional time series I: Representation results
- Factor models for high‐dimensional functional time series II: Estimation and forecasting
- Functional Additive Models on Manifolds of Planar Shapes and Forms
- Modelling time-varying covariates effect on survival via functional data analysis: application to the MRC BO06 trial in osteosarcoma
- Estimation of the nonparametric mean and covariance functions for multivariate longitudinal and sparse functional data
- Tests for equality of several covariance matrix functions for multivariate functional data
- Multivariate functional principal component analysis for endogenously stratified data
- Stein's method, Gaussian processes and palm measures, with applications to queueing
- Linearized maximum rank correlation estimation when covariates are functional
- A general framework for multivariate functional principal component analysis of amplitude and phase variation
- Fast covariance estimation for multivariate sparse functional data
- Sparse multivariate functional principal component analysis
- Multivariate functional outlier detection using the fast massive unsupervised outlier detection indices
- Functional time series forecasting: functional singular spectrum analysis approaches
- Functional Nonlinear Learning
- Simultaneous inference and uniform test for eigensystems of functional data
- Guaranteed Functional Tensor Singular Value Decomposition
- Adaptive Functional Thresholding for Sparse Covariance Function Estimation in High Dimensions
- Control charts for monitoring ship operating conditions and \(\mathrm{CO}_2\) emissions based on scalar-on-function regression
- Multivariate functional subspace classification for high-dimensional longitudinal data
- Multi-feature clustering of step data using multivariate functional principal component analysis
- Latent factor model for multivariate functional data
- Latent deformation models for multivariate functional data and time-warping separability
- Asynchronous and error-prone longitudinal data analysis via functional calibration
- Penalized spline estimation of principal components for sparse functional data: rates of convergence
- Review on functional data classification
- A journey from univariate to multivariate functional time series: a comprehensive review
- Multivariate functional data clustering using adaptive density peak detection
- Modeling correlated pairs of mammogram images
- Functional multivariable logistic regression with an application to HIV viral suppression prediction
- Nonlinear prediction of functional time series
- Functional principal component based landmark analysis for the effects of longitudinal cholesterol profiles on the risk of coronary heart disease
- A Bayesian multiple imputation approach to bivariate functional data with missing components
- Principal component analysis of hybrid functional and vector data
- Bayesian inference and dynamic prediction of multivariate joint model with functional data: an application to Alzheimer's disease
- Depthgram: visualizing outliers in high-dimensional functional data with application to fMRI data exploration
- Deep learning for the dynamic prediction of multivariate longitudinal and survival data
- Dynamic prediction of Alzheimer's disease progression using features of multiple longitudinal outcomes and time-to-event data
- Adaptive Sampling for Monitoring Multi-Profile Data with Within-and-between Profile Correlation
- Functional Regression Control Chart
- Robust Multivariate Functional Control Chart
- Functional data analysis using deep neural networks
- Functional data analysis: an introduction and recent developments
- Different PCA approaches for vector functional time series with applications to resistive switching processes
- Functional principal component analysis as an alternative to mixed-effect models for describing sparse repeated measures in presence of missing data
- Sparse functional varying-coefficient mixture regression
- Multivariate functional additive mixed models
- Functional mixture regression control chart
- Component-based regression for hybrid data
- Functional Gaussian graphical regression models for air quality data
- Functional principal component analysis for multiple variables on different Riemannian manifolds
- Vine copula MFPCA residual control chart for sparse multivariate functional data
- An Adaptive Multivariate Functional Control Chart
- Asymmetric canonical correlation analysis of Riemannian and high-dimensional data
- Nonlinear functional principal component analysis using neural networks
- On the use of the Gram matrix for multivariate functional principal components analysis
- Erratum on: ``Multivariate functional principal component analysis for endogenously stratified data
- On the Modeling and Prediction of High-Dimensional Functional Time Series
- Nonlinear sufficient dimension reduction for conditional quantiles in scalar-on-function single-index models
- Tests for equality of several mean vector functions for multivariate functional data with applications
- Statistical modeling of categorical trajectories with multivariate functional data approaches
- Robust selection and estimation for sparse multivariate functional nonparametric additive models via regularized huber regression
- Rate accelerated inference for integrals of multivariate random functions
- Neural network-based dynamic prediction for interval-censored data with time-varying covariates: application to Alzheimer's disease
- Functional data analysis applications in medicine: a systematic review
- A censored quantile transformation model for Alzheimer's disease data with multiple functional covariates
- Test of partial separability for multivariate functional data
- Generalized functional feature regression models
- Functional adaptive group lasso with its non-asymptotic bounds
This page was built for publication: Multivariate functional principal component analysis for data observed on different (dimensional) domains
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4962431)
