Latent Deformation Models for Multivariate Functional Data and Time-Warping Separability

Abstract

Abstract Multivariate functional data present theoretical and practical complications that are not found in univariate functional data. One of these is a situation where the component functions of multivariate functional data are positive and are subject to mutual time warping. That is, the component processes exhibit a common shape but are subject to systematic phase variation across their domains in addition to subject-specific time warping, where each subject has its own internal clock. This motivates a novel model for multivariate functional data that connect such mutual time warping to a latent-deformation-based framework by exploiting a novel time-warping separability assumption. This separability assumption allows for meaningful interpretation and dimension reduction. The resulting latent deformation model is shown to be well suited to represent commonly encountered functional vector data. The proposed approach combines a random amplitude factor for each component with population-based registration across the components of a multivariate functional data vector and includes a latent population function, which corresponds to a common underlying trajectory. We propose estimators for all components of the model, enabling implementation of the proposed data-based representation for multivariate functional data and downstream analyses such as Fréchet regression. Rates of convergence are established when curves are fully observed or observed with measurement error. The usefulness of the model, interpretations, and practical aspects are illustrated in simulations and with application to multivariate human growth curves and multivariate environmental pollution data.