Covariate Dependent Sparse Functional Data Analysis

Abstract

This study proposes a method to incorporate covariate information into sparse functional data analysis. The method aims at cases where each subject has a limited number of longitudinal measurements and is associated with static covariates. This research is motivated by several use cases in practice. One representative example is void swelling, a nuclear-specific material degradation mechanism. Void swelling is affected by many covariates, including alloy composition and irradiation type. How to accurately model the complicated joint effects of such covariates on the swelling process is the key to mitigating the effect of swelling and ensuring safe operation. Unlike most of the existing methods, the proposed method can handle high-dimensional covariates with the informative covariate identification procedure and sparse and irregularly spaced measurements, that is, does not require complete or dense observations. The main innovation of the proposed method is that we model the variation coming from covariates and the variation left conditioned on covariates, such that the functional principal component analysis and Gaussian process can be conducted in a unified manner. We also propose a systematic approach to identify important covariates in the hypothesis testing context. The methodology is demonstrated on applications in nuclear engineering and healthcare and simulation studies. History: Bianca Maria Colosimo served as senior editor for this article. Funding: This work was supported in part by the Air Force Office of Scientific Research [Grant FA9550-20-1-0072] and in part by the Department of Energy [Award DE-NE0008993]. Data Ethics & Reproducibility Note: No data ethics considerations are foreseen related to this article. The code capsule is available on Code Ocean at https://codeocean.com/capsule/9363709 and in the e-Companion to this article (available at https://doi.org/10.1287/ijds.2023.0025 ).