JSM 2011 Online Program

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Abstract Details

Activity Number: 127
Type: Contributed
Date/Time: Monday, August 1, 2011 : 8:30 AM to 10:20 AM
Sponsor: Section on Nonparametric Statistics
Abstract - #302284
Title: Functional Sliced Average Variance Estimates
Author(s): Wenting Fan*+ and Yehua Li
Companies: University of Georgia and University of Georgia
Address: The University of Georgia Department of Statistics, Athens, GA, 30602,
Keywords: Functional data analysis ; Sliced average variance estimates ; B-Spline
Abstract:

We address the problem of extending multivariate dimension reduction methods on functional data analysis. In this paper, Sliced Average Variance Estimates (SAVE) is considered for functional data where the response variable is a scalar and prediction variables are curves. Due to this nature, the estimation procedure of SAVE cannot be directly applied although some properties can be retained. To address this problem, we propose B-Spline estimator for conditional variance on functional data. We demonstrate that on a benchmark classification task for functional data, the classification result based on Support Vector Machine (SVM) with our extended SAVE and a non-linear form classifier achieves the best result, whereas a linear form classifier fails, while also outperforming the methods without dimension reduction.


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