Penalized spline estimation of principal components for sparse functional data: rates of convergence
From MaRDI portal
Publication:6589574
DOI10.3150/23-BEJ1695MaRDI QIDQ6589574FDOQ6589574
Authors: Shiyuan He, Jianhua Z. Huang, Kejun He
Publication date: 20 August 2024
Published in: Bernoulli (Search for Journal in Brave)
Cites Work
- Semiparametric Regression
- Flexible smoothing with \(B\)-splines and penalties. With comments and a rejoinder by the authors
- Functional data analysis.
- Principal component models for sparse functional data
- Functional Clustering and Identifying Substructures of Longitudinal Data
- Functional Data Analysis for Sparse Longitudinal Data
- Asymptotic properties of penalized spline estimators
- The Geometry of Algorithms with Orthogonality Constraints
- Title not available (Why is that?)
- Title not available (Why is that?)
- Theoretical foundations of functional data analysis, with an introduction to linear operators
- Title not available (Why is that?)
- Functional linear regression analysis for longitudinal data
- Optimal global rates of convergence for nonparametric regression
- Asymptotic theory of penalized splines
- Sparse reduced-rank regression for simultaneous dimension reduction and variable selection
- Properties of principal component methods for functional and longitudinal data analysis
- Multivariate functional principal component analysis: A normalization approach
- From sparse to dense functional data and beyond
- Multivariate functional principal component analysis for data observed on different (dimensional) domains
- Uniform convergence rates for nonparametric regression and principal component analysis in functional/longitudinal data
- Local asymptotics for polynomial spline regression
- Smoothed functional principal components analysis by choice of norm
- Clustering for Sparsely Sampled Functional Data
- Some asymptotic results on generalized penalized spline smoothing
- On the joint convexity of the Bregman divergence of matrices
- Functional linear discriminant analysis for irregularly sampled curves
- Title not available (Why is that?)
- On the asymptotics of penalized splines
- Title not available (Why is that?)
- Consistency of restricted maximum likelihood estimators of principal components
- Smoothing spline ANOVA models
- Low-rank kernel learning with Bregman matrix divergences
- Matrix Nearness Problems with Bregman Divergences
- Joint modelling of paired sparse functional data using principal components
- Introduction to matrix analysis and applications
- On the asymptotics of penalized spline smoothing
- Necessary and Sufficient Conditions for Differentiating under the Integral Sign
- Asymptotic properties of penalized splines for functional data
- Asymptotic properties of penalized spline estimators in concave extended linear models: rates of convergence
- Spline estimation of functional principal components via manifold conjugate gradient algorithm
- Joint estimation of monotone curves via functional principal component analysis
- Two-Dimensional Functional Principal Component Analysis for Image Feature Extraction
- Functional PCA With Covariate-Dependent Mean and Covariance Structure
This page was built for publication: Penalized spline estimation of principal components for sparse functional data: rates of convergence
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6589574)