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Nonparametric and high-dimensional functional graphical models
2021
We consider the problem of constructing nonparametric undirected graphical models for highdimensional functional data. Most existing statistical methods in this context assume either a Gaussian distribution on the vertices or linear conditional means. In this article we provide a more flexible model which relaxes the linearity assumption by replacing it by an arbitrary additive form. The use of functional principal components offers an estimation strategy that uses a group lasso penalty to
doi:10.17877/de290r-21978
fatcat:ki45j4esh5fjdh6c6ikkgt7iie