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Functional Regression
Functional data analysis (FDA) involves the analysis of data whose ideal
units of observation are functions defined on some continuous domain, and the
observed data consist of a sample of functions taken from some population,
sampled on a discrete grid. Ramsay and Silverman's 1997 textbook sparked the
development of this field, which has accelerated in the past 10 years to become
one of the fastest growing areas of statistics, fueled by the growing number of
applications yielding this type of data. One unique characteristic of FDA is
the need to combine information both across and within functions, which Ramsay
and Silverman called replication and regularization, respectively. This article
will focus on functional regression, the area of FDA that has received the most
attention in applications and methodological development. First will be an
introduction to basis functions, key building blocks for regularization in
functional regression methods, followed by an overview of functional regression
methods, split into three types: [1] functional predictor regression
(scalar-on-function), [2] functional response regression (function-on-scalar)
and [3] function-on-function regression. For each, the role of replication and
regularization will be discussed and the methodological development described
in a roughly chronological manner, at times deviating from the historical
timeline to group together similar methods. The primary focus is on modeling
and methodology, highlighting the modeling structures that have been developed
and the various regularization approaches employed. At the end is a brief
discussion describing potential areas of future development in this field
Background Subtraction via Generalized Fused Lasso Foreground Modeling
Background Subtraction (BS) is one of the key steps in video analysis. Many
background models have been proposed and achieved promising performance on
public data sets. However, due to challenges such as illumination change,
dynamic background etc. the resulted foreground segmentation often consists of
holes as well as background noise. In this regard, we consider generalized
fused lasso regularization to quest for intact structured foregrounds. Together
with certain assumptions about the background, such as the low-rank assumption
or the sparse-composition assumption (depending on whether pure background
frames are provided), we formulate BS as a matrix decomposition problem using
regularization terms for both the foreground and background matrices. Moreover,
under the proposed formulation, the two generally distinctive background
assumptions can be solved in a unified manner. The optimization was carried out
via applying the augmented Lagrange multiplier (ALM) method in such a way that
a fast parametric-flow algorithm is used for updating the foreground matrix.
Experimental results on several popular BS data sets demonstrate the advantage
of the proposed model compared to state-of-the-arts
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