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Functional inverse regression and reproducing kernel Hilbert space

by Ren, Haobo

Abstract (Summary)
The basic philosophy of Functional Data Analysis (FDA) is to think of the observed data functions as elements of a possibly infinite-dimensional function space. Most of the current research topics on FDA focus on advancing theoretical tools and extending existing multivariate techniques to accommodate the infinite-dimensional nature of data. This dissertation reports contributions on both fronts, where a unifying inverse regression theory for both the multivariate setting (Li 1991) and functional data from a Reproducing Kernel Hilbert Space (RKHS) prospective is developed. We proposed a functional multiple-index model which models a real response variable as a function of a few predictor variables called indices. These indices are random elements of the Hilbert space spanned by a second order stochastic process and they constitute the so-called Effective Dimensional Reduction Space (EDRS). To conduct inference on the EDRS, we discovered a fundamental result which reveals the geometrical association between the EDRS and the RKHS of the process. Two inverse regression procedures, a �slicing� approach and a kernel approach, were introduced to estimate the counterpart of the EDRS in the RKHS. Further the estimate of the EDRS was achieved via the transformation from the RKHS to the original Hilbert space. To construct an asymptotic theory, we introduced an isometric mapping from the empirical RKHS to the theoretical RKHS, which can be used to measure the distance between the estimator and the target. Some general computational issues of FDA were discussed, which led to the smoothed versions of the functional inverse regression methods. Simulation studies were performed to evaluate the performance of the inference procedures and applications to biological and chemometrical data analysis were illustrated.
Bibliographical Information:

Advisor:Hsing, Tailen; Carroll, Raymond J.; Li, Qi; Wang, Suojin

School:Texas A&M University

School Location:USA - Texas

Source Type:Master's Thesis

Keywords:functional data analaysis inverse regression reproducing kernel hilbert space

ISBN:

Date of Publication:08/01/2005

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