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Activity Number:
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362
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Type:
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Contributed
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Date/Time:
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Wednesday, August 14, 2002 : 2:00 PM to 3:50 PM
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Sponsor:
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Section on Statistical Computing*
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| Abstract - #300749 |
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Title:
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Functional Principal Components Analysis: Rotation and Regression
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Author(s):
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Victor Solo*+ and Sarah Ratcliffe
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Affiliation(s):
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University of New South Wales and University of Pennsylvania
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Address:
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Kensington 2052, Sydney, , 2073, Australia
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Keywords:
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functional data analysis ; nonparametric ; longitudinal data analysis
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Abstract:
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We give a new "small noise" maximum likelihood motivation for basis expansions based functional principal components analysis (fPCA). This delivers a new exact approach for fPCA when sampling times differ across subjects, involving a rotated PCA. Both mean and random effects are modelled nonparametrically and the fitting algorithm is a simple cyclic descent procedure. A convergence result is developed and some illustrations on data are given.
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