SMS scnews item created by Munir Hiabu at Fri 11 Sep 2020 0821
Type: Seminar
Distribution: World
Expiry: 11 Sep 2020
Calendar1: 11 Sep 2020 1500-1600
CalLoc1: https://macquarie.zoom.us/j/91597976300?pwd=WVpyVEdtUXhKSEJjbHV2TVVWTXExdz09
CalTitle1: Estimating a Covariance Function from Fragments of Functional Data
Auth: munir@119-18-1-53.771201.syd.nbn.aussiebb.net (mhia8050) in SMS-WASM

# Statistics Across Campuses: Aurore Delaigle -- Estimating a Covariance Function from Fragments of Functional Data

Estimating a Covariance Function from Fragments of Functional Data

Date: Friday 11 September 2020

Time: 3 pm

Speaker: Professor Aurore Delaigle (University of Melbourne)

Abstract:

Functional data are often observed only partially, in the form of fragments.  In that
case, the standard approaches for estimating the covariance function do not work because
entire parts of the domain are completely unobserved.  In previous work, Delaigle and
Hall (2013, 2016) have suggested ways of estimating the covariance function, based for
example on Markov assumptions.  In this work, we take a completely different approach
which does not rely on such assumptions.  We show that using a tensor product approach,
it is possible to reconstruct the covariance function using observations located only on
the diagonal of its domain.