Sparse Functional Principal Component Analysis in High Dimensions

DOI10.5705/SS.202020.0445MaRDI QIDQ5041340zbMATH OpenOpenAlexWikidataFDO

Authors

Publication date 13 October 2022

Published in STATISTICA SINICA (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2011.00959

zbMATH Keywords

basis expansionmultivariate Karhunen-Loève expansionsparsity regime

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• scientific article; zbMATH DE number 469335 (Why is no real title available?)
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• Nonparametric Mixed Effects Models for Unequally Sampled Noisy Curves
• OUP accepted manuscript
• On Properties of Functional Principal Components Analysis
• On consistency and sparsity for principal components analysis in high dimensions
• Partially Linear Functional Additive Models for Multivariate Functional Data
• Partially functional linear regression in high dimensions
• Principal component models for sparse functional data
• Principal components for multivariate functional data
• Sparse principal component analysis via regularized low rank matrix approximation

Cited in

(4)

• Mean and covariance estimation for discretely observed high-dimensional functional data: rates of convergence and division of observational regimes
• Sparse multivariate function recovery with a high error rate in the evaluations
• Sparse principal component analysis for high‐dimensional stationary time series
• Sparse principal component analysis via fractional function regularity

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