Consistently recovering the signal from noisy functional data

DOI10.1016/J.JMVA.2021.104886MaRDI QIDQ2078554OpenAlexFDO

Authors Siegfried Hörmann, Fatima Jammoul

Publication date 1 March 2022

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2012.05051

zbMATH Keywords

asymptoticsfactor modelsfunctional dataPCApreprocessingsignal-plus-noise

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Functional data analysis (62R10) Multivariate analysis (62Hxx)

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Cited in

(5)

• Functional data analysis by matrix completion
• Functional learning in signal processing via least squares
• Consistently recovering the signal from noisy functional data
• Prediction in functional regression with discretely observed and noisy covariates
• Preprocessing noisy functional data: a multivariate perspective

Describes a project that uses

Uses Software

• fda (R)
• KernSmooth

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