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1. Robust Functional Principal Component Analysis via a Functional Pairwise Spatial Sign Operator

   https://doi.org/10.1111/biom.13695  

   Wang, Guangxing; Liu, Sisheng; Han, Fang; Di, Chong-Zhi (May 2022, Biometrics)

   Abstract Functional principal component analysis (FPCA) has been widely used to capture major modes of variation and reduce dimensions in functional data analysis. However, standard FPCA based on the sample covariance estimator does not work well if the data exhibits heavy-tailedness or outliers. To address this challenge, a new robust FPCA approach based on a functional pairwise spatial sign (PASS) operator, termed PASS FPCA, is introduced. We propose robust estimation procedures for eigenfunctions and eigenvalues. Theoretical properties of the PASS operator are established, showing that it adopts the same eigenfunctions as the standard covariance operator and also allows recovering ratios between eigenvalues. We also extend the proposed procedure to handle functional data measured with noise. Compared to existing robust FPCA approaches, the proposed PASS FPCA requires weaker distributional assumptions to conserve the eigenspace of the covariance function. Specifically, existing work are often built upon a class of functional elliptical distributions, which requires inherently symmetry. In contrast, we introduce a class of distributions called the weakly functional coordinate symmetry (weakly FCS), which allows for severe asymmetry and is much more flexible than the functional elliptical distribution family. The robustness of the PASS FPCA is demonstrated via extensive simulation studies, especially its advantages in scenarios with nonelliptical distributions. The proposed method was motivated by and applied to analysis of accelerometry data from the Objective Physical Activity and Cardiovascular Health Study, a large-scale epidemiological study to investigate the relationship between objectively measured physical activity and cardiovascular health among older women. 

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2. Modeling sparse longitudinal data on Riemannian manifolds

   https://doi.org/10.1111/biom.13385  

   Dai, Xiongtao; Lin, Zhenhua; Müller, Hans‐Georg (October 2020, Biometrics)

   Abstract Modern data collection often entails longitudinal repeated measurements that assume values on a Riemannian manifold. Analyzing such longitudinal Riemannian data is challenging, because of both the sparsity of the observations and the nonlinear manifold constraint. Addressing this challenge, we propose an intrinsic functional principal component analysis for longitudinal Riemannian data. Information is pooled across subjects by estimating the mean curve with local Fréchet regression and smoothing the covariance structure of the linearized data on tangent spaces around the mean. Dimension reduction and imputation of the manifold‐valued trajectories are achieved by utilizing the leading principal components and applying best linear unbiased prediction. We show that the proposed mean and covariance function estimates achieve state‐of‐the‐art convergence rates. For illustration, we study the development of brain connectivity in a longitudinal cohort of Alzheimer's disease and normal participants by modeling the connectivity on the manifold of symmetric positive definite matrices with the affine‐invariant metric. In a second illustration for irregularly recorded longitudinal emotion compositional data for unemployed workers, we show that the proposed method leads to nicely interpretable eigenfunctions and principal component scores. Data used in preparation of this article were obtained from the Alzheimer's Disease Neuroimaging Initiative database. 

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3. Basis expansions for functional snippets

   https://doi.org/10.1093/biomet/asaa088  

   Lin, Zhenhua; Wang, Jane-Ling; Zhong, Qixian (October 2020, Biometrika)

   null (Ed.)

   Summary Estimation of mean and covariance functions is fundamental for functional data analysis. While this topic has been studied extensively in the literature, a key assumption is that there are enough data in the domain of interest to estimate both the mean and covariance functions. We investigate mean and covariance estimation for functional snippets in which observations from a subject are available only in an interval of length strictly, and often much, shorter than the length of the whole interval of interest. For such a sampling plan, no data is available for direct estimation of the off-diagonal region of the covariance function. We tackle this challenge via a basis representation of the covariance function. The proposed estimator enjoys a convergence rate that is adaptive to the smoothness of the underlying covariance function, and has superior finite-sample performance in simulation studies. 

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4. The Curvature Operator of the Second Kind in Dimension Three

   https://doi.org/10.1007/s12220-024-01639-0  

   Fluck, Harry; Li, Xiaolong (April 2024, The Journal of Geometric Analysis)

   Abstract This article aims to understand the behavior of the curvature operator of the second kind under the Ricci flow in dimension three. First, we express the eigenvalues of the curvature operator of the second kind explicitly in terms of that of the curvature operator (of the first kind). Second, we prove that$$\alpha $$ $\alpha$-positive/$$\alpha $$ $\alpha$-nonnegative curvature operator of the second kind is preserved by the Ricci flow in dimension three for all$$\alpha \in [1,5]$$ $\alpha \in [1,5]$. 

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5. Estimation of the Number of Spiked Eigenvalues in a Covariance Matrix by Bulk Eigenvalue Matching Analysis

   https://doi.org/10.1080/01621459.2021.1933497  

   Ke, Zheng Tracy; Ma, Yucong; Lin, Xihong (July 2021, Journal of the American Statistical Association)

   null (Ed.)

   The spiked covariance model has gained increasing popularity in high-dimensional data analysis. A fundamental problem is determination of the number of spiked eigenvalues, K. For estimation of K, most attention has focused on the use of top eigenvalues of sample covariance matrix, and there is little investigation into proper ways of using bulk eigenvalues to estimate K. We propose a principled approach to incorporating bulk eigenvalues in the estimation of K. Our method imposes a working model on the residual covariance matrix, which is assumed to be a diagonal matrix whose entries are drawn from a gamma distribution. Under this model, the bulk eigenvalues are asymptotically close to the quantiles of a fixed parametric distribution. This motivates us to propose a two-step method: the first step uses bulk eigenvalues to estimate parameters of this distribution, and the second step leverages these parameters to assist the estimation of K. The resulting estimator Kˆ aggregates information in a large number of bulk eigenvalues. We show the consistency of Kˆ under a standard spiked covariance model. We also propose a confidence interval estimate for K. Our extensive simulation studies show that the proposed method is robust and outperforms the existing methods in a range of scenarios. We apply the proposed method to analysis of a lung cancer microarray dataset and the 1000 Genomes dataset. 

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