**Date:
Monday, February 25 2008
**

**Speaker:
Fabrice Rossi**

**Room and time:
5161.0267 (Bernoulliborg), 16.00**

**Title: An Introduction to Functional Data
Analysis**

**Abstract:
**

Curve or
functional data are natural in many application fields, for instance

those
that involve time series analysis or some kind of spectra. In
these

applications, each observation corresponds to a mapping between
some

conditions (that might be implicit) and the observed response. In
practice,

the functional observation are sampled. This generally leads to a
vector

representation to which standard multivariate tools could be applied
The

direct use of classical models for this type of data faces however
several

difficulties: when the underlying functions are smooth, the sampling
generates

high dimensional vectors with highly correlated coordinates. As a
consequence,

classical methods lead to ill-posed problems, both on a
theoretical point of

view (when working in functional spaces that have
infinite dimension) and on a

practical one (when working with the sampled
functions). The goal of

Functional Data Analysis (FDA) is to use, in data
analysis algorithms, the

underlying functional nature of the data in order to
circumvent both

problems.

This talk will introduce the main concepts
of functional data analysis and

summarize important results, both on a
practical point of view (how to model

functional data for real world
applications) and on a theoretical one (how to

guarantee the consistency one
the methods while dealing with infinite

dimensional spaces).

Colloquiumcoördinator
is Prof.dr. M. Aiello, Dr. M. Biehl (e-mail: M.Biehl@cs.rug.nl)

www.cs.rug.nl/~biehl/Coll