Cover Image

Does PCA Work for Rough Functional Data?

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Kutta, Tim, Dörnemann, Nina, Kokoszka, Piotr
Format:	Preprint
Published:	2026
Subjects:	Methodology Statistics Theory
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Monitoring for a Phase Transition in a Time Series of Wigner Matrices
by: Dörnemann, Nina, et al.
Published: (2025)

Prokhorov Metric Convergence of the Partial Sum Process for Reconstructed Functional Data
by: Kutta, Tim, et al.
Published: (2025)

Inference for Forecasting Accuracy: Pooled versus Individual Estimators in High-dimensional Panel Data
by: Kutta, Tim, et al.
Published: (2025)

Deep learning estimation of the spectral density of functional time series on large domains
by: Mohammadi, Neda, et al.
Published: (2026)

Monitoring Time Series for Relevant Changes
by: Bastian, Patrick, et al.
Published: (2025)

Extremal correlation coefficient for functional data
by: Kim, Mihyun, et al.
Published: (2024)

Monitoring Violations of Differential Privacy over Time
by: Askin, Önder, et al.
Published: (2025)

Tracy-Widom, Gaussian, and Bootstrap: Approximations for Leading Eigenvalues in High-Dimensional PCA
by: Dörnemann, Nina, et al.
Published: (2025)

Sufficient conditions for proper posteriors in fully-Bayesian Functional PCA
by: Sartini, Joseph, et al.
Published: (2026)

Likelihood ratio tests under model misspecification in high dimensions
by: Dörnemann, Nina
Published: (2022)

When Frictions are Fractional: Rough Noise in High-Frequency Data
by: Chong, Carsten H., et al.
Published: (2021)

Detection of a structural break in intraday volatility pattern
by: Kokoszka, Piotr, et al.
Published: (2024)

Two-Sample Covariance Inference in High-Dimensional Elliptical Models
by: Dörnemann, Nina
Published: (2025)

Inference for Heteroskedastic PCA with Missing Data
by: Yan, Yuling, et al.
Published: (2021)

General-Purpose $f$-DP Estimation and Auditing in a Black-Box Setting
by: Askin, Önder, et al.
Published: (2025)

Selecting the number of components in PCA via random signflips
by: Hong, David, et al.
Published: (2020)

Dimension estimation in PCA model using high-dimensional data augmentation
by: Radojicic, Una, et al.
Published: (2025)

Sparse PCA: A New Scalable Estimator Based On Integer Programming
by: Behdin, Kayhan, et al.
Published: (2021)

PCA for Point Processes
by: Picard, Franck, et al.
Published: (2024)

Deflated HeteroPCA: Overcoming the curse of ill-conditioning in heteroskedastic PCA
by: Zhou, Yuchen, et al.
Published: (2023)

Data integration of non-probability and probability samples with predictive mean matching
by: Chlebicki, Piotr, et al.
Published: (2024)

Functional Data Representation with Merge Trees
by: Pegoraro, Matteo, et al.
Published: (2021)

Regularized Halfspace Depth for Functional Data
by: Yeon, Hyemin, et al.
Published: (2023)

Equivalence Test for Mean Functions from Multi-population Functional Data
by: Xu, Chuang, et al.
Published: (2025)

Effective Sample Size for Functional Spatial Data
by: Alegría, Alfredo, et al.
Published: (2026)

Sequential Eigenvalue Statistics for Change-Point Detection in Covariance Matrices
by: Dörnemann, Nina, et al.
Published: (2024)

Fast and Optimal Inference for Change Points in Piecewise Polynomials via Differencing
by: Gavioli-Akilagun, Shakeel, et al.
Published: (2023)

Functional Data-Driven Quantile Model Averaging with Application to Cryptocurrencies
by: Xu, Wenchao, et al.
Published: (2023)

Optimal Differentially Private PCA and Estimation for Spiked Covariance Matrices
by: Cai, T. Tony, et al.
Published: (2024)

Simultaneous Confidence Bands for Functional Data Using the Gaussian Kinematic Formula
by: Telschow, Fabian J. E., et al.
Published: (2019)

The $ϕ$-PCA Framework: A Unified and Efficiency-Preserving Approach with Robust Variants
by: Hung, Hung, et al.
Published: (2025)

Tensor PCA for Factor Models
by: Babii, Andrii, et al.
Published: (2022)

Survey Data Integration for Distribution Function Estimation
by: Flood, Jeremy, et al.
Published: (2024)

The Multiple Change-in-Gaussian-Mean Problem
by: Fearnhead, Paul, et al.
Published: (2024)

A note on blinded continuous monitoring for continuous outcomes
by: Xu, Long-Hao, et al.
Published: (2025)

Gaussian dependence structure pairwise goodness-of-fit testing based on conditional covariance and the 20/60/20 rule
by: Woźny, Jakub, et al.
Published: (2024)

Inference in Randomized Least Squares and PCA via Normality of Quadratic Forms
by: Wang, Leda, et al.
Published: (2024)

Functional Adaptive Double-Sparsity Estimator for Functional Linear Regression Model with Multiple Functional Covariates
by: Cao, Cheng, et al.
Published: (2023)

Fully Functional Weighted Testing for Abrupt and Gradual Location Changes in Functional Time Series
by: Kirch, Claudia, et al.
Published: (2026)

Large-scale Multiple Testing of Cross-covariance Functions with Applications to Functional Network Models
by: Fang, Qin, et al.
Published: (2024)