Consistently recovering the signal from noisy functional data

DOI10.1016/J.JMVA.2021.104886OpenAlexW3212964401MaRDI QIDQ2078554FDOQ2078554

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

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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)

Cites Work

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• Efficient estimation of approximate factor models via penalized maximum likelihood
• Methodology and convergence rates for functional linear regression
• Functional Variance Processes
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• Efficient estimation of factor models

Cited In (4)

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

Uses Software

• fda (R)
• KernSmooth

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