arXiv subjects

Amita Manatunga

Publications and source records attributed to Amita Manatunga.

2 recordsLinked to original sources

arXiv2024

P3LS: Point Process Partial Least Squares

Many studies collect data that can be considered as a realization of a point process. Included are medical imaging data where photon counts are recorded by a gamma camera from patients being injected with a gamma emitting tracer. It is of interest to develop analytic methods that can help with diagnosis as well as in the training of inexpert radiologists. Partial least squares (PLS) is a popular analytic approach that combines features from linear modeling as well as dimension reduction to provide parsimonious prediction and classification. However, existing PLS methodologies do not include the analysis of point process predictors. In this article, we introduce point process PLS (P3LS) for analyzing latent time-varying intensity functions from collections of inhomogeneous point processes. A novel estimation procedure for $P^3LS$ is developed that utilizes the properties of log-Gaussian Cox processes, and its empirical properties are examined in simulation studies. The method is used to analyze kidney functionality in patients with renal disease in order to aid in the diagnosis of kidney obstruction.

stat.ME↗

arXiv2024

Localized Sparse Principal Component Analysis of Multivariate Time Series in Frequency Domain

Principal component analysis has been a main tool in multivariate analysis for estimating a low dimensional linear subspace that explains most of the variability in the data. However, in high-dimensional regimes, naive estimates of the principal loadings are not consistent and difficult to interpret. In the context of time series, principal component analysis of spectral density matrices can provide valuable, parsimonious information about the behavior of the underlying process, particularly if the principal components are interpretable in that they are sparse in coordinates and localized in frequency bands. In this paper, we introduce a formulation and consistent estimation procedure for interpretable principal component analysis for high-dimensional time series in the frequency domain. An efficient frequency-sequential algorithm is developed to compute sparse-localized estimates of the low-dimensional principal subspaces of the signal process. The method is motivated by and used to understand neurological mechanisms from high-density resting-state EEG in a study of first episode psychosis.

stat.ME↗