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Functional robust support vector machines for sparse and irregular longitudinal data.


ABSTRACT: Functional and longitudinal data are becoming more and more common in practice. This paper focuses on sparse and irregular longitudinal data with a multicategory response. The predictor consists of sparse and irregular observations, potentially contaminated with measurement errors, on the predictor trajectory. To deal with this type of complicated predictors, we borrow the strength of large margin classifiers in statistical learning for classification of sparse and irregular longitudinal data. In particular, we propose functional robust truncated-hinge-loss support vector machines to perform multicategory classification with the aid of functional principal component analysis.

SUBMITTER: Wu Y 

PROVIDER: S-EPMC3668975 | biostudies-literature | 2013 Apr

REPOSITORIES: biostudies-literature

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Functional robust support vector machines for sparse and irregular longitudinal data.

Wu Yichao Y   Liu Yufeng Y  

Journal of computational and graphical statistics : a joint publication of American Statistical Association, Institute of Mathematical Statistics, Interface Foundation of North America 20130401 2


Functional and longitudinal data are becoming more and more common in practice. This paper focuses on sparse and irregular longitudinal data with a multicategory response. The predictor consists of sparse and irregular observations, potentially contaminated with measurement errors, on the predictor trajectory. To deal with this type of complicated predictors, we borrow the strength of large margin classifiers in statistical learning for classification of sparse and irregular longitudinal data. I  ...[more]

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