Functional Singular Component Analysis
函数型奇异成分分析
Summary Aiming at quantifying the dependence of pairs of functional data (X,Y), we develop the concept of functional singular value decomposition for covariance and functional singular component analysis, building on the concept of ‘canonical expansion’ of compact operators in functional analysis. We demonstrate the estimation of the resulting singular values, functions and components for the practically relevant case of sparse and noise-contaminated longitudinal data and…