论文标题
通过歧管偶联梯度算法对功能主成分的样条估计
Spline Estimation of Functional Principal Components via Manifold Conjugate Gradient Algorithm
论文作者
论文摘要
功能主成分分析已成为功能数据分析中最重要的降低技术。基于B-Spline近似,可以通过在高斯分数分数和观察错误的高斯假设下,可以通过预期最大化(EM)(EM)和几何限制最大可能性(REML)算法来有效估计功能主成分(FPC)。计算解决方案时,EM算法不会利用潜在的几何歧管结构,而REML的性能是不稳定的。在本文中,我们提出了在产品歧管上的共轭梯度算法以估算FPC。该算法利用了整体参数空间的多种几何结构,从而提高了其搜索效率和估计精度。此外,从矩阵Bregman Divergence的角度提供了对损耗函数的无分配解释,这解释了为什么所提出的方法在一般的分布设置下可以很好地工作。我们还表明,可以轻松地将粗糙度惩罚纳入我们的算法中,并具有更好的拟合度。拟议方法的数值性能有吸引力,通过模拟研究和IA型超新星光曲线数据集的分析来证明。
Functional principal component analysis has become the most important dimension reduction technique in functional data analysis. Based on B-spline approximation, functional principal components (FPCs) can be efficiently estimated by the expectation-maximization (EM) and the geometric restricted maximum likelihood (REML) algorithms under the strong assumption of Gaussianity on the principal component scores and observational errors. When computing the solution, the EM algorithm does not exploit the underlying geometric manifold structure, while the performance of REML is known to be unstable. In this article, we propose a conjugate gradient algorithm over the product manifold to estimate FPCs. This algorithm exploits the manifold geometry structure of the overall parameter space, thus improving its search efficiency and estimation accuracy. In addition, a distribution-free interpretation of the loss function is provided from the viewpoint of matrix Bregman divergence, which explains why the proposed method works well under general distribution settings. We also show that a roughness penalization can be easily incorporated into our algorithm with a potentially better fit. The appealing numerical performance of the proposed method is demonstrated by simulation studies and the analysis of a Type Ia supernova light curve dataset.