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Linear manifold modeling and graph estimation based on multivariate functional data with different coarseness scales

Author

Listed:
  • Pircalabelu, Eugen

    (Université catholique de Louvain, LIDAM/ISBA, Belgium)

  • Claeskens, Gerda

Abstract

We develop a high-dimensional graphical modeling approach for functional data where the number of functions exceeds the available sample size. This is accomplished by proposing a sparse estimator for a concentration matrix when identifying linear manifolds. As such, the procedure extends the ideas of the manifold representation for functional data to high-dimensional settings where the number of functions is larger than the sample size. By working in a penalized setting it enriches the functional data framework by estimating sparse undirected graphs that show how functional nodes connect to other functional nodes. The procedure allows multiple coarseness scales to be present in the data and proposes a simultaneous estimation of several related graphs. Its performance is illustrated using a real-life fMRI dataset and with simulated data.

Suggested Citation

  • Pircalabelu, Eugen & Claeskens, Gerda, 2022. "Linear manifold modeling and graph estimation based on multivariate functional data with different coarseness scales," LIDAM Reprints ISBA 2022028, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  • Handle: RePEc:aiz:louvar:2022028
    DOI: https://doi.org/10.1080/10618600.2022.2108818
    Note: In: Journal of Computational and Graphical Statistics, 2022
    as

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