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Monday, March 19, 2018 - 15:35 to 16:30
SMS seminar room
Anirvan Chakraborty
Ecole Polytechnique Federale de Lausanne, Switzerland
Introduction to Functional Data Analysis

Functional Data Analysis is one of the frontline areas of research in statistics. The field has grown considerably mainly due to the plethora of data types that cannot be handled and analyzed by using conventional multivariate statistical techniques. Such data are very common in areas of meteorology, chemometrics, biomedical sciences, linguistics, finance etc .The lecture series will primarily aim at introducing the field of functional data analysis. Since functional data analysis is broadly defined as the statistical analysis of data, which are in the form of curves or functions, we will start with probability distributions and random elements in infinite dimensional Hilbert spaces, concepts of mean and covariance kernel/operator, the associated Karhunen-Loeve expansion and some standard limit theorems in Hilbert spaces. We will then discuss some selected statistical inference problems involving functional data like inference for mean and covariance operators, functional principal component analysis, functional linear models, classification problem with functional data, robust inference techniques for functional data etc. We will recall some results from functional analysis as and when required during the lectures. 

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