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Modeling Non-Stationary Processes Through Dimension Expansion
In this paper, we propose a novel approach to modeling nonstationary spatial
fields. The proposed method works by expanding the geographic plane over which
these processes evolve into higher dimensional spaces, transforming and
clarifying complex patterns in the physical plane. By combining aspects of
multi-dimensional scaling, group lasso, and latent variables models, a
dimensionally sparse projection is found in which the originally nonstationary
field exhibits stationarity. Following a comparison with existing methods in a
simulated environment, dimension expansion is studied on a classic test-bed
data set historically used to study nonstationary models. Following this, we
explore the use of dimension expansion in modeling air pollution in the United
Kingdom, a process known to be strongly influenced by rural/urban effects,
amongst others, which gives rise to a nonstationary field
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
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