Doubly functional graphical models in high dimensions
高维双重函数型图模型
Summary We consider estimating a functional graphical model from multivariate functional observations. In functional data analysis, the classical assumption is that each function has been measured over a densely sampled grid. However, in practice the functions have often been observed, with measurement error, at a relatively small number of points. We propose a class of doubly functional graphical models to capture the evolving conditional dependence relationship among a…