Multivariate Functional Principal Component Analysis for Data Observed on Different (Dimensional) Domains
不同维度定义域数据的多元函数主成分分析
Existing approaches for multivariate functional principal component analysis are restricted to data on the same one-dimensional interval. The presented approach focuses on multivariate functional data on different domains that may differ in dimension, such as functions and images. The theoretical basis for multivariate functional principal component analysis is given in terms of a Karhunen–Loève Theorem. For the practically relevant case of a finite Karhunen–Loève…