论文标题

稀疏纵向观测的固有的Riemannian功能数据分析

Intrinsic Riemannian Functional Data Analysis for Sparse Longitudinal Observations

论文作者

Shao, Lingxuan, Lin, Zhenhua, Yao, Fang

论文摘要

开发了一个新的框架来本质地分析稀疏观察到的Riemannian功能数据。它具有四个创新组件:独立于框架的协方差函数,一个平滑的矢量束称为协方差矢量束,平行传输和协方差矢量束上的平滑束指标。引入的固有协方差函数将协方差结构的估计与平滑问题联系起来,这些问题涉及从稀疏观察到的Riemannian功能数据中得出的原始协方差观测值,而协方差矢量捆绑包为形成此类平滑问题的严格数学基础。平行运输和束指标可以共同测量拟合对协方差函数的保真度。它们在量化协方差函数的估计质量方面也起着关键作用。作为基于提出的框架的例证,我们为协方差函数开发了局部线性平滑估计器,分析其理论属性,并通过模拟和真实数据集提供数值演示。该框架的内在特征使其不仅适用于欧几里得submanifolds,而且适用于没有规范环境空间的歧管。

A new framework is developed to intrinsically analyze sparsely observed Riemannian functional data. It features four innovative components: a frame-independent covariance function, a smooth vector bundle termed covariance vector bundle, a parallel transport and a smooth bundle metric on the covariance vector bundle. The introduced intrinsic covariance function links estimation of covariance structure to smoothing problems that involve raw covariance observations derived from sparsely observed Riemannian functional data, while the covariance vector bundle provides a rigorous mathematical foundation for formulating such smoothing problems. The parallel transport and the bundle metric together make it possible to measure fidelity of fit to the covariance function. They also play a critical role in quantifying the quality of estimators for the covariance function. As an illustration, based on the proposed framework, we develop a local linear smoothing estimator for the covariance function, analyze its theoretical properties, and provide numerical demonstration via simulated and real datasets. The intrinsic feature of the framework makes it applicable to not only Euclidean submanifolds but also manifolds without a canonical ambient space.

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