TY - JOUR
T1 - On the use of the Gram matrix for multivariate functional principal components analysis
AU - Golovkine, Steven
AU - Gunning, Edward
AU - Simpkin, Andrew J.
AU - Bargary, Norma
N1 - Publisher Copyright:
© 2025 Elsevier Inc.
PY - 2026/3
Y1 - 2026/3
N2 - Dimension reduction is crucial in functional data analysis (FDA). The key tool to reduce the dimension of the data is functional principal component analysis. Existing approaches for functional principal component analysis usually involve the diagonalization of the covariance operator. With the increasing size and complexity of functional datasets, estimating the covariance operator has become more challenging. Therefore, there is a growing need for efficient methodologies to estimate the eigencomponents. Using the duality of the space of observations and the space of functional features, we propose to use the inner-product between the curves to estimate the eigenelements of multivariate and multidimensional functional datasets. The relationship between the eigenelements of the covariance operator and those of the inner-product matrix is established. We explore the application of these methodologies in several FDA settings and provide general guidance on their usability.
AB - Dimension reduction is crucial in functional data analysis (FDA). The key tool to reduce the dimension of the data is functional principal component analysis. Existing approaches for functional principal component analysis usually involve the diagonalization of the covariance operator. With the increasing size and complexity of functional datasets, estimating the covariance operator has become more challenging. Therefore, there is a growing need for efficient methodologies to estimate the eigencomponents. Using the duality of the space of observations and the space of functional features, we propose to use the inner-product between the curves to estimate the eigenelements of multivariate and multidimensional functional datasets. The relationship between the eigenelements of the covariance operator and those of the inner-product matrix is established. We explore the application of these methodologies in several FDA settings and provide general guidance on their usability.
KW - Dimension reduction
KW - Functional data analysis
KW - Functional principal components
KW - Multivariate functional data
UR - https://www.scopus.com/pages/publications/105023682179
U2 - 10.1016/j.jmva.2025.105525
DO - 10.1016/j.jmva.2025.105525
M3 - Article
AN - SCOPUS:105023682179
SN - 0047-259X
VL - 212
JO - Journal of Multivariate Analysis
JF - Journal of Multivariate Analysis
M1 - 105525
ER -