2021/10/25 by Ryad Belhakem, Franck Picard, Belhakem, Ryad +5
Biochemistry, Genetics and Molecular Biology · Mathematics · #FOS: Computer and information sciences #Gene expression and cancer classification #Methodology (stat.ME) #Molecular Biology Techniques and Applications #Statistical Methods and Inference
paper · pdf · doi:10.48550/arxiv.2110.12739
openalex publication_date 2021/10/25 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
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 the sample curves are fully observed without noise. However, functional data are noisy and necessarily observed on a finite discretization grid. Common practice consists in smoothing the data and then to compute the functional estimates, but the impact of this denoising step on the procedure's statistical performance are rarely considered. Here we prove new convergence rates for functional principal component estimators. We introduce a double asymptotic framework: one corresponding to the sampling size and a second to the size of the grid. We prove that estimates based on projection onto histograms show optimal rates in a minimax sense. Theoretical results are illustrated on simulated data and the method is applied to the visualization of genomic data.