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Localized Functional Principal Component Analysis

We propose localized functional principal component analysis (LFPCA), looking for orthogonal basis functions with localized support regions that explain most of the variability of a random process. The LFPCA is formulated as a convex optimization problem through a novel Deflated Fantope Localization...

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Bibliografische gegevens
Gepubliceerd in:J Am Stat Assoc
Hoofdauteurs: Chen, Kehui, Lei, Jing
Formaat: Artigo
Taal:Inglês
Gepubliceerd in: 2015
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Online toegang:https://ncbi.nlm.nih.gov/pmc/articles/PMC4721272/
https://ncbi.nlm.nih.gov/pubmed/26806987
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