Many data collected in sport science come from time dependent phenomenon. This article focuses on Functional Data Analysis (FDA), which study longitudinal data by modelling them as continuous functions. After a brief review of several FDA methods, some useful practical tools such as Functional Principal Component Analysis (FPCA) or functional clustering algorithms are presented and compared on simulated data. Finally, the problem of the detection of promising young swimmers is addressed through a curve clustering procedure on a real data set of performance progression curves. This study reveals that the fastest improvement of young swimmers generally appears before 16 years old. Moreover, several patterns of improvement are identified and the functional clustering procedure provides a useful detection tool.
A novel multi-task Gaussian process (GP) framework is proposed, by using a common mean process for sharing information across tasks. In particular, we investigate the problem of time series forecasting, with the objective to improve multiple-step-ahead predictions. The common mean process is defined as a GP for which the hyper-posterior distribution is tractable. Therefore an EM algorithm is derived for handling both hyper-parameters optimisation and hyper-posterior computation. Unlike previous approaches in the literature, the model fully accounts for uncertainty and can handle irregular grids of observations while maintaining explicit formulations, by modelling the mean process in a unified GP framework. Predictive analytical equations are provided, integrating information shared across tasks through a relevant prior mean. This approach greatly improves the predictive performances, even far from observations, and may reduce significantly the computational complexity compared to traditional multi-task GP models. Our overall algorithm is called Magma (standing for Multi tAsk GPs with common MeAn). The quality of the mean process estimation, predictive performances, and comparisons to alternatives are assessed in various simulated scenarios and on real datasets.
1 January 2018 in Communications in Statistics - Theory and Methods
Algorithms in high dimension uses axis-parallel cuts to partition R-d in order to reduce the computational time of classifiers or regressors. Evaluating the complexity of such partitions is then crucial to evaluate estimation performance. In this framework, we show that the Vapnik-Chervonenkis dimension (VC dimension) of the set of half-spaces of R-d with frontiers parallel to the axes is of the order of log(2) d.
This paper deals with measuring the influence of observations on the results obtained with CART classification trees. To define the influence of individuals on the analysis, we use influence measures to propose criterions to quantify the sensitivity of the CART classification tree analysis. The proposals are based on predictions and use jackknife trees. The analysis is extended to the pruned sequences of CART trees to produce CART specific notions of influence. Using the framework of influence functions, distributional results are derived. A numerical example, the well known spam dataset, is presented to illustrate the notions developed throughout the paper. A real dataset relating the administrative classification of cities surrounding Paris, France, to the characteristics of their tax revenues distribution, is finally analyzed using the new influence-based tools.
Risk bounds for Classification and Regression Trees (CART, Breiman et. al. 1984) classifiers are obtained under a margin condition in the binary supervised classification framework. These risk bounds are obtained conditionally on the construction of the maximal deep binary tree and permit to prove that the linear penalty used in the CART pruning algorithm is valid under a margin condition. It is also shown that, conditionally on the construction of the maximal tree, the final selection by test sample does not alter dramatically the estimation accuracy of the Bayes classifier. In the two-class classification framework, the risk bounds that are proved, obtained by using penalized model selection, validate the CART algorithm which is used in many data mining applications such as Biology, Medicine or Image Coding.