Recovering the underlying trajectory from sparse and irregular longitudinal data

DOI10.1002/CJS.11677MaRDI QIDQ5094285zbMATH OpenOpenAlexFDO

Authors Yunlong Nie, Yuping Yang, Jiguo Cao, L. Wang

Publication date 2 August 2022

Published in The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1809.06462

zbMATH Keywords

empirical basis functionsfunctional data analysisfunctional principal component analysisPACE

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric inference (62G99) Factor analysis and principal components; correspondence analysis (62H25) Applications of statistics to biology and medical sciences; meta analysis (62P10) Functional data analysis (62R10)

Abstract: In this article, we consider the problem of recovering the underlying trajectory when the longitudinal data are sparsely and irregularly observed and noise-contaminated. Such data are popularly analyzed with functional principal component analysis via the Principal Analysis by Conditional Estimation (PACE) method. The PACE method may sometimes be numerically unstable because it involves the inverse of the covariance matrix. We propose a sparse orthonormal approximation (SOAP) method as an alternative. It estimates the optimal empirical basis functions in the best approximation framework rather than eigen-decomposing the covariance function. The SOAP method avoids estimating the mean and covariance function, which is challenging when the assembled time points with observations for all subjects are not sufficiently dense. The SOAP method avoids the inverse of the covariance matrix, hence the computation is more stable. It does not require the functional principal component scores to follow the Gaussian distribution. We show that the SOAP estimate for the optimal empirical basis function is asymptotically consistent. The finite sample performance of the SOAP method is investigated in simulation studies in comparison with the PACE method. Our method is demonstrated by recovering the CD4 percentage curves from sparse and irregular data in the Multi-center AIDS Cohort Study.

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(13)

• Automatic search intervals for the smoothing parameter in penalized splines
• Two-Dimensional Functional Principal Component Analysis for Image Feature Extraction
• Regressing longitudinal response trajectories on a covariate
• Functional Data Analysis for Sparse Longitudinal Data
• Hybrid exact-approximate design approach for sparse functional data
• Functional Nonlinear Learning
• Nonlinear prediction of functional time series
• Functional autoencoder for smoothing and representation learning
• Functional principal component analysis for multiple variables on different Riemannian manifolds
• A robust mixed functional classifier with adaptive large margin loss
• Optimal experimental designs for sparse functional data: a review
• Optimal designs for functional principal and empirical component scores
• Dynamic Survival Prediction Using Sparse Longitudinal Images via Multi-Dimensional Functional Principal Component Analysis

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