Sampled forms of functional PCA in reproducing kernel Hilbert spaces

DOI10.1214/12-AOS1033zbMath1373.62289arXiv1109.3336OpenAlexW2030360718MaRDI QIDQ741794

Martin J. Wainwright, Arash A. Amini

Publication date: 15 September 2014

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1109.3336

zbMATH Keywords

reproducing kernel Hilbert spacefunctional principal component analysisFourier truncationlinear sampling operatortime sampling

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Factor analysis and principal components; correspondence analysis (62H25) Density estimation (62G07)

Related Items

Functional sufficient dimension reduction through average Fréchet derivatives, Reproducing kernels: harmonic analysis and some of their applications, Infinite-dimensional stochastic transforms and reproducing kernel Hilbert space, Hybrid regularisation and the (in)admissibility of ridge regression in infinite dimensional Hilbert spaces, Representation and reconstruction of covariance operators in linear inverse problems, Dimension Reduction for Gaussian Process Emulation: An Application to the Influence of Bathymetry on Tsunami Heights, Sampled forms of functional PCA in reproducing kernel Hilbert spaces, Testing for the rank of a covariance operator

Uses Software

• fda (R)
• gss

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