2 papers
stat.ME2022
Quasi-parametric rates for Sparse Multivariate Functional Principal Components Analysis
Ryad Belhakem
This work aims to give non-asymptotic results for estimating the first principal component of a multivariate random process. We first define the covariance function and the covaria…
stat.ME2021
Minimax estimation of Functional Principal Components from noisy discretized functional data
Ryad Belhakem, Franck Picard, Vincent Rivoirard +1
Functional Principal Component Analysis is a reference method for dimension reduction of curve data. Its theoretical properties are now well understood in the simplified case where…