arXiv subjects

Steven Golovkine

Publications and source records attributed to Steven Golovkine.

11 recordsLinked to original sources

arXiv2026

Is Stephen Curry really a guard? A new perspective on player typologies using functional data analysis

We present a novel representation of NBA players' shooting patterns based on Functional Data Analysis (FDA). Each player's charts of made and missed shots are treated as smooth functional data defined over a two-dimensional domain corresponding to the offensive half-court. This continuous representation enables a parsimonious multivariate functional principal components analysis (MFPCA) decomposition, producing a set of common principal component functions that capture the primary modes of variability in shooting patterns, along with player-specific scores that quantify individual deviations from the average behavior. We first interpret the principal component functions to characterize the main sources of variation in shooting tendencies. We then apply $k$-medoids clustering to the principal component scores to construct a data-driven taxonomy of players. Comparing our empirical clusters to conventional NBA position labels reveals low agreement, suggesting that our shooting-pattern representation might capture aspects of playing style not fully reflected in official designations. The application of FDA to this area introduces a flexible, interpretable, and continuous framework for analyzing player tendencies, with potential applications in coaching, scouting, and historical player or match comparisons.

stat.AP↗

arXiv2026

Covariance estimation for derivatives of functional data using an additive penalty in P-splines

P-splines provide a flexible and computationally efficient smoothing framework and are commonly used for derivative estimation in functional data. Including an additive penalty term in P-splines has been shown to improve estimates of derivatives. We propose a method which incorporates the fast covariance estimation (FACE) algorithm with an additive penalty in P-splines. The proposed method is used to estimate derivatives of covariance for functional data, which play an important role in derivative-based functional principal component analysis (FPCA). Following this, we provide an algorithm for estimating the eigenfunctions and their corresponding scores in derivative-based FPCA. For comparison, we evaluate our algorithm against an existing function \texttt{FPCAder()} in simulation. In addition, we extend the algorithm to multivariate cases, referred to as derivative multivariate functional principal component analysis (DMFPCA). DMFPCA is applied to joint angles in human movement data, where the derivative-based scores demonstrate strong performance in distinguishing locomotion tasks.

stat.ME↗

arXiv2025

On the estimation of the number of components in multivariate functional principal component analysis

Happ and Greven (2018) developed a methodology for principal components analysis of multivariate functional data observed on different dimensional domains. Their approach relies on an estimation of univariate functional principal components for each univariate functional feature. In this paper, we present extensive simulations to investigate choosing the number of principal components to retain. We show empirically that the conventional approach of using a percentage of variance explained threshold for each univariate functional feature may be unreliable when aiming to explain an overall percentage of variance in the multivariate functional data, and thus we advise practitioners to exercise caution.

stat.ME↗

arXiv2024

Derivative Estimation of Multivariate Functional Data

Existing approaches for derivative estimation are restricted to univariate functional data. We propose two methods to estimate the principal components and scores for the derivatives of multivariate functional data. As a result, the derivatives can be reconstructed by a multivariate Karhunen-Loève expansion. The first approach is an extended version of multivariate functional principal component analysis (MFPCA) which incorporates the derivatives, referred to as derivative MFPCA (DMFPCA). The second approach is based on the derivation of multivariate Karhunen-Loève (DMKL) expansion. We compare the performance of the two proposed methods with a direct approach in simulations. The simulation results indicate that DMFPCA outperforms DMKL and the direct approach, particularly for densely observed data. We apply DMFPCA and DMKL methods to coronary angiogram data to recover derivatives of diameter and quantitative flow ratio. We obtain the multivariate functional principal components and scores of the derivatives, which can be used to classify patterns of coronary artery disease.

stat.ME↗

arXiv2024

A Multivariate Multilevel Longitudinal Functional Model for Repeatedly Observed Human Movement Data

Biomechanics and human movement research often involves measuring multiple kinematic or kinetic variables regularly throughout a movement, yielding data that present as smooth, multivariate, time-varying curves and are naturally amenable to functional data analysis. It is now increasingly common to record the same movement repeatedly for each individual, resulting in curves that are serially correlated and can be viewed as longitudinal functional data. We present a new approach for modelling multivariate multilevel longitudinal functional data, with application to kinematic data from recreational runners collected during a treadmill run. For each stride, the runners' hip, knee and ankle angles are modelled jointly as smooth multivariate functions that depend on subject-specific covariates. Longitudinally varying multivariate functional random effects are used to capture the dependence among adjacent strides and changes in the multivariate functions over the course of the treadmill run. A basis modelling approach is adopted to fit the model -- we represent each observation using a multivariate functional principal components basis and model the basis coefficients using scalar longitudinal mixed effects models. The predicted random effects are used to understand and visualise changes in the multivariate functional data over the course of the treadmill run. In our application, our method quantifies the effects of scalar covariates on the multivariate functional data, revealing a statistically significant effect of running speed at the hip, knee and ankle joints. Analysis of the predicted random effects reveals that individuals' kinematics are generally stable but certain individuals who exhibit strong changes during the run can also be identified. A simulation study is presented to demonstrate the efficacy of the proposed methodology under realistic data-generating scenarios.

stat.ME↗

arXiv2024

Analysing kinematic data from recreational runners using functional data analysis

We present a multivariate functional mixed effects model for kinematic data from a large number of recreational runners. The runners' sagittal plane hip and knee angles are modelled jointly as a bivariate function with random effects functions used to account for the dependence among measurements from either side of the body. The model is fitted by first applying multivariate functional principal component analysis (mv-FPCA) and then modelling the mv-FPCA scores using scalar linear mixed effects models. Simulation and bootstrap approaches are introduced to construct simultaneous confidence bands for the fixed effects functions, and covariance functions are reconstructed to summarise the variability structure in the data and thoroughly investigate the suitability of the proposed model. In our scientific application, we observe a statistically significant effect of running speed on both the hip and knee angles. We also observe strong within-subject correlations, reflecting the highly idiosyncratic nature of running technique. Our approach is more generally applicable to modelling multiple streams of smooth kinematic or kinetic data measured repeatedly for multiple subjects in complex experimental designs.

stat.ME↗

arXiv2024

FDApy: a Python package for functional data

We introduce FDApy, an open-source Python package for the analysis of functional data. The package provides tools for the representation of (multivariate) functional data defined on different dimensional domains and for functional data that is irregularly sampled. Additionally, dimension reduction techniques are implemented for multivariate and/or multidimensional functional data that are regularly or irregularly sampled. A toolbox for generating functional datasets is also provided. The documentation includes installation and usage instructions, examples on simulated and real datasets and a complete description of the API. FDApy is released under the MIT license. The code and documentation are available at https://github.com/StevenGolovkine/FDApy.

cs.MS↗

arXiv2024

On the use of the Gram matrix for multivariate functional principal components analysis

Dimension reduction is crucial in functional data analysis (FDA). The key tool to reduce the dimension of the data is functional principal component analysis. Existing approaches for functional principal component analysis usually involve the diagonalization of the covariance operator. With the increasing size and complexity of functional datasets, estimating the covariance operator has become more challenging. Therefore, there is a growing need for efficient methodologies to estimate the eigencomponents. Using the duality of the space of observations and the space of functional features, we propose to use the inner-product between the curves to estimate the eigenelements of multivariate and multidimensional functional datasets. The relationship between the eigenelements of the covariance operator and those of the inner-product matrix is established. We explore the application of these methodologies in several FDA settings and provide general guidance on their usability.

stat.ME↗

arXiv2024

Adaptive estimation of irregular mean and covariance functions

Nonparametric estimators for the mean and the covariance functions of functional data are proposed. The setup covers a wide range of practical situations. The random trajectories are, not necessarily differentiable, have unknown regularity, and are measured with error at discrete design points. The measurement error could be heteroscedastic. The design points could be either randomly drawn or common for all curves. The estimators depend on the local regularity of the stochastic process generating the functional data. We consider a simple estimator of this local regularity which exploits the replication and regularization features of functional data. Next, we use the ``smoothing first, then estimate'' approach for the mean and the covariance functions. They can be applied with both sparsely or densely sampled curves, are easy to calculate and to update, and perform well in simulations. Simulations built upon an example of real data set, illustrate the effectiveness of the new approach.

math.ST↗

arXiv2022

Learning the smoothness of noisy curves with application to online curve estimation

Combining information both within and across trajectories, we propose a simple estimator for the local regularity of the trajectories of a stochastic process. Independent trajectories are measured with errors at randomly sampled time points. Non-asymptotic bounds for the concentration of the estimator are derived. Given the estimate of the local regularity, we build a nearly optimal local polynomial smoother from the curves from a new, possibly very large sample of noisy trajectories. We derive non-asymptotic pointwise risk bounds uniformly over the new set of curves. Our estimates perform well in simulations. Real data sets illustrate the effectiveness of the new approaches.

math.ST↗

arXiv2021

Clustering multivariate functional data using unsupervised binary trees

We propose a model-based clustering algorithm for a general class of functional data for which the components could be curves or images. The random functional data realizations could be measured with error at discrete, and possibly random, points in the definition domain. The idea is to build a set of binary trees by recursive splitting of the observations. The number of groups are determined in a data-driven way. The new algorithm provides easily interpretable results and fast predictions for online data sets. Results on simulated datasets reveal good performance in various complex settings. The methodology is applied to the analysis of vehicle trajectories on a German roundabout.

stat.ML↗