Given a planar curve, imagine rolling a sphere along that curve without slipping or twisting, and by this means tracing out a curve on the sphere. It is well known that such a rolling operation induces a local isometry between the sphere and the plane so that the two curves uniquely determine each other, and moreover, the operation extends to a general class of manifolds in any dimension. We use rolling to construct an analogue of a Gaussian process on a manifold starting from a Euclidean Gaussian process. The resulting model is generative, and is amenable to statistical inference given data as curves on a manifold. We illustrate with examples on the unit sphere, symmetric positive-definite matrices, and with a robotics application involving 3D orientations.

Multivariate Functional Principal Component Analysis (MFPCA) is a valuable tool for exploring relationships and identifying shared patterns of variation in multivariate functional data. However, controlling the roughness of the extracted Principal Components (PCs) can be challenging. This paper introduces a novel approach called regularized MFPCA (ReMFPCA) to address this issue and enhance the smoothness and interpretability of the multivariate functional PCs. ReMFPCA incorporates a roughness penalty within a penalized framework, using a parameter vector to regulate the smoothness of each functional variable. The proposed method generates smoothed multivariate functional PCs, providing a concise and interpretable representation of the data. Extensive simulations and real data examples demonstrate the effectiveness of ReMFPCA and its superiority over alternative methods. The proposed approach opens new avenues for analyzing and uncovering relationships in complex multivariate functional datasets.

We propose a functional mixture model for simultaneous clustering and alignment of sets of curves measured on a discrete time grid. The model is specifically tailored to gene expression time course data. Each functional cluster center is a nonlinear combination of solutions of a simple linear differential equation that describes the change of individual mRNA levels when the synthesis and decay rates are constant. The mixture of continuous time parametric functional forms allows one to (a) account for the heterogeneity in the observed profiles, (b) align the profiles in time by estimating real-valued time shifts, (c) capture the synthesis and decay of mRNA in the course of an experiment, and (d) regularize noisy profiles by enforcing smoothness in the mean curves. We derive an EM algorithm for estimating the parameters of the model, and apply the proposed approach to the set of cycling genes in yeast. The experiments show consistent improvement in predictive power and within cluster variance compared to regular Gaussian mixtures.

Curve data arises naturally in a variety of applications.

We propose a functional mixture model for simultaneous clustering and alignment of sets of curves measured on a discrete time grid. The model is specifically tailored to gene expression time course data. Each functional cluster center is a nonlinear combination of solutions of a simple linear differential equation that describes the change of individual mRNA levels when the synthesis and decay rates are constant. The mixture of continuous time parametric functional forms allows one to (a) account for the heterogeneity in the observed profiles, (b) align the profiles in time by estimating real-valued time shifts, (c) capture the synthesis and decay of mRNA in the course of an experiment, and (d) regularize noisy profiles by enforcing smoothness in the mean curves. We derive an EM algorithm for estimating the parameters of the model, and apply the proposed approach to the set of cycling genes in yeast. The experiments show consistent improvement in predictive power and within cluster variance compared to regular Gaussian mixtures.