Sparse Functional Principal Component Analysis in High Dimensions
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Cites work
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Cited in
(10)- Sparse principal component analysis via fractional function regularity
- Sparse multivariate function recovery with a high error rate in the evaluations
- Sparse principal component analysis for high‐dimensional stationary time series
- Mean and covariance estimation for discretely observed high-dimensional functional data: rates of convergence and division of observational regimes
- On the Modeling and Prediction of High-Dimensional Functional Time Series
- Prediction of Cognitive Function via Brain Region Volumes with Applications to Alzheimer’s Disease Based on Space-Factor-Guided Functional Principal Component Analysis
- Unified inference for longitudinal/functional data quantile dynamic additive models
- Test of partial separability for multivariate functional data
- From sparse to dense functional data in high dimensions: revisiting phase transitions from a non-asymptotic perspective
- Functional quantile regression with missing data in reproducing kernel Hilbert space
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