Fast covariance estimation for sparse functional data
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Publication:101688
DOI10.1007/S11222-017-9744-8zbMATH Open1384.62142DBLPjournals/sac/XiaoLCC18arXiv1603.05758OpenAlexW2299690271WikidataQ49434882 ScholiaQ49434882MaRDI QIDQ101688FDOQ101688
Authors: Luo Xiao, Cai Li, William Checkley, Ciprian Crainiceanu, Luo Xiao, Cai Li, William Checkley, Ciprian M. Crainiceanu 
Publication date: 11 April 2017
Published in: Statistics and Computing (Search for Journal in Brave)
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.
Full work available at URL: https://arxiv.org/abs/1603.05758
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Nonparametric regression and quantile regression (62G08) Factor analysis and principal components; correspondence analysis (62H25)
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Cited In (33)
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- Nonparametric operator-regularized covariance function estimation for functional data
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