1. Functional independent component analysis by choice of norm: a framework for near-perfect classification
- Author
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Vidal, Marc, Leman, Marc, and Aguilera, Ana M.
- Subjects
Mathematics - Statistics Theory ,46N30, 47A52, 60G15 - Abstract
We develop a theory for functional independent component analysis in an infinite-dimensional framework using Sobolev spaces that accommodate smoother functions. The notion of penalized kurtosis is introduced motivated by Silverman's method for smoothing principal components. This approach allows for a classical definition of independent components obtained via projection onto the eigenfunctions of a smoothed kurtosis operator mapping a whitened functional random variable. We discuss the theoretical properties of this operator in relation to a generalized Fisher discriminant function and the relationship it entails with the Feldman-H\'ajek dichotomy for Gaussian measures, both of which are critical to the principles of functional classification. The proposed estimators are a particularly competitive alternative in binary classification of functional data and can eventually achieve the so-called near-perfect classification, which is a genuine phenomenon of high-dimensional data. Our methods are illustrated through simulations, various real datasets, and used to model electroencephalographic biomarkers for the diagnosis of depressive disorder., Comment: 23 pages, 1 table, 4 figures
- Published
- 2024