Department of Mathematics and Statistics, University of San Francisco, San Francisco, California, USA.
Department of Statistics, University of California, Davis, California, USA.
Biometrics. 2023 Dec;79(4):3345-3358. doi: 10.1111/biom.13851. Epub 2023 Apr 11.
Multivariate functional data present theoretical and practical complications that are not found in univariate functional data. One of these is a situation where the component functions of multivariate functional data are positive and are subject to mutual time warping. That is, the component processes exhibit a common shape but are subject to systematic phase variation across their domains in addition to subject-specific time warping, where each subject has its own internal clock. This motivates a novel model for multivariate functional data that connect such mutual time warping to a latent-deformation-based framework by exploiting a novel time-warping separability assumption. This separability assumption allows for meaningful interpretation and dimension reduction. The resulting latent deformation model is shown to be well suited to represent commonly encountered functional vector data. The proposed approach combines a random amplitude factor for each component with population-based registration across the components of a multivariate functional data vector and includes a latent population function, which corresponds to a common underlying trajectory. We propose estimators for all components of the model, enabling implementation of the proposed data-based representation for multivariate functional data and downstream analyses such as Fréchet regression. Rates of convergence are established when curves are fully observed or observed with measurement error. The usefulness of the model, interpretations, and practical aspects are illustrated in simulations and with application to multivariate human growth curves and multivariate environmental pollution data.
多元函数数据呈现出理论和实践上的复杂性,这些复杂性在单变量函数数据中是不存在的。其中之一是多元函数数据的分量函数为正,并且受到相互时间扭曲的情况。也就是说,分量过程表现出共同的形状,但除了个体特定的时间扭曲外,它们在各自的域中还受到系统的相位变化的影响,每个个体都有自己的内部时钟。这就促使我们提出了一种新的多元函数数据模型,通过利用一种新的时间扭曲可分离性假设,将这种相互时间扭曲与基于潜在变形的框架联系起来。这种可分离性假设允许进行有意义的解释和降维。结果表明,所提出的潜在变形模型非常适合表示常见的功能向量数据。该方法将每个分量的随机幅度因子与多元函数数据向量分量之间的基于人群的配准相结合,并包含一个潜在的人群函数,该函数对应于一个共同的潜在轨迹。我们为模型的所有分量提出了估计器,这使得能够为多元函数数据实施基于数据的表示,并进行下游分析,如 Fréchet 回归。在曲线完全观测或存在测量误差观测的情况下,建立了曲线的收敛速度。该模型、解释和实际方面的有用性在模拟和多元人类生长曲线以及多元环境污染数据的应用中得到了说明。