函数型非线性主成分分析

Functional nonlinear principal component analysis

Computational Statistics and Data Analysis · 2025
被引 3 · 同刊同年前 7%
ABS 3

中文导读

针对传统函数型主成分分析只能捕捉线性关系的局限,提出一种能揭示函数型数据中非线性结构的新模型,适用于多域、多维甚至带缺失的函数型数据,并在阿尔茨海默病数据中验证了实用性。

Abstract

The widely adopted dimension reduction technique, functional principal component analysis (FPCA), typically represents functional data as a linear combination of functional principal components (FPCs) and their corresponding scores. However, this linear formulation is too restrictive to reflect reality because it fails to capture the nonlinear dependence of functional data when nonlinear features are present in the data. This study develops a novel FPCA model to uncover the nonlinear structures of functional data. The proposed method can accommodate multivariate functional data observed on different domains, and multidimensional functional data with gaps and holes. To navigate the complexities of spatial structure in multidimensional functional variables, tensor product smoothing and spline smoothing over triangulation are employed, providing precise tools for approximating nonparametric function. Furthermore, an efficient estimation approach and theory are developed when the number of FPCs diverges to infinity. To assess its performance comprehensively, extensive simulations are conducted, and the proposed method is applied to real data from the Alzheimer's Disease Neuroimaging Initiative study, affirming its practical efficacy in uncovering and interpreting nonlinear structures inherent in functional data.

函数型数据分析降维非线性主成分分析统计方法