Statistical description and dimension reduction of continuous time categorical trajectories with multivariate functional principal components
arXiv:2502.09986v4 Announce Type: replace-cross Abstract: Getting tools that allow simple representations and comparisons of a set of categorical trajectories is of major interest for statisticians. Without loosing any information, we associate to each state a binary random indicator function, taking values in ${0,1}$, and turn the problem of statistical description of the categorical trajectories into a multivariate functional principal components analysis. This viewpoint encompasses experimental frameworks where two or more states can be observed simultaneously. The sample paths […]