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Creators/Authors contains: "Huang, Jianhua Z."

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  1. Summary

    In many applications, non-Gaussian data such as binary or count are observed over a continuous domain and there exists a smooth underlying structure for describing such data. We develop a new functional data method to deal with this kind of data when the data are regularly spaced on the continuous domain. Our method, referred to as Exponential Family Functional Principal Component Analysis (EFPCA), assumes the data are generated from an exponential family distribution, and the matrix of the canonical parameters has a low-rank structure. The proposed method flexibly accommodates not only the standard one-way functional data, but also two-way (or bivariate) functional data. In addition, we introduce a new cross validation method for estimating the latent rank of a generalized data matrix. We demonstrate the efficacy of the proposed methods using a comprehensive simulation study. The proposed method is also applied to a real application of the UK mortality study, where data are binomially distributed and two-way functional across age groups and calendar years. The results offer novel insights into the underlying mortality pattern.

     
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  2. This paper studies the asymptotic properties of the penalized least squares estimator using an adaptive group Lasso penalty for the reduced rank regression. The group Lasso penalty is defined in the way that the regression coefficients corresponding to each predictor are treated as one group. It is shown that under certain regularity conditions, the estimator can achieve the minimax optimal rate of convergence. Moreover, the variable selection consistency can also be achieved, that is, the relevant predictors can be identified with probability approaching one. In the asymptotic theory, the number of response variables, the number of predictors and the rank number are allowed to grow to infinity with the sample size. Copyright © 2016 John Wiley & Sons, Ltd.

     
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  3. Summary

    Gaussian process models have been widely used in spatial statistics but face tremendous computational challenges for very large data sets. The model fitting and spatial prediction of such models typically require O(n3) operations for a data set of size n. Various approximations of the covariance functions have been introduced to reduce the computational cost. However, most existing approximations cannot simultaneously capture both the large- and the small-scale spatial dependence. A new approximation scheme is developed to provide a high quality approximation to the covariance function at both the large and the small spatial scales. The new approximation is the summation of two parts: a reduced rank covariance and a compactly supported covariance obtained by tapering the covariance of the residual of the reduced rank approximation. Whereas the former part mainly captures the large-scale spatial variation, the latter part captures the small-scale, local variation that is unexplained by the former part. By combining the reduced rank representation and sparse matrix techniques, our approach allows for efficient computation for maximum likelihood estimation, spatial prediction and Bayesian inference. We illustrate the new approach with simulated and real data sets.

     
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