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空间依赖下稀疏与密集功能数据的统一主成分分析

Unified Principal Component Analysis for Sparse and Dense Functional Data under Spatial Dependency.

作者信息

Zhang Haozhe, Li Yehua

机构信息

Microsoft Corporation, Redmond, United States.

Department of Statistics, University of California, Riverside.

出版信息

J Bus Econ Stat. 2022;40(4):1523-1537. doi: 10.1080/07350015.2021.1938085. Epub 2021 Jul 12.

Abstract

We consider spatially dependent functional data collected under a geostatistics setting, where locations are sampled from a spatial point process. The functional response is the sum of a spatially dependent functional effect and a spatially independent functional nugget effect. Observations on each function are made on discrete time points and contaminated with measurement errors. Under the assumption of spatial stationarity and isotropy, we propose a tensor product spline estimator for the spatio-temporal covariance function. When a coregionalization covariance structure is further assumed, we propose a new functional principal component analysis method that borrows information from neighboring functions. The proposed method also generates nonparametric estimators for the spatial covariance functions, which can be used for functional kriging. Under a unified framework for sparse and dense functional data, infill and increasing domain asymptotic paradigms, we develop the asymptotic convergence rates for the proposed estimators. Advantages of the proposed approach are demonstrated through simulation studies and two real data applications representing sparse and dense functional data, respectively.

摘要

我们考虑在地质统计学设置下收集的空间相关函数数据,其中位置是从空间点过程中采样得到的。函数响应是空间相关函数效应和空间独立函数块金效应的总和。对每个函数的观测是在离散时间点进行的,并受到测量误差的影响。在空间平稳性和各向同性的假设下,我们提出了一种用于时空协方差函数的张量积样条估计器。当进一步假设存在协区域化协方差结构时,我们提出了一种新的函数主成分分析方法,该方法从相邻函数中借用信息。所提出的方法还生成了用于空间协方差函数的非参数估计器,可用于函数克里金法。在稀疏和密集函数数据、填充和增加域渐近范式的统一框架下,我们推导了所提出估计器的渐近收敛速率。通过模拟研究和分别代表稀疏和密集函数数据的两个实际数据应用,证明了所提出方法的优势。

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