Y. Huang acknowledges partial support from a UCF Graduate College Presidential Fellowship and National Science Foundation (NS F) grant No. 1200566. C. Li acknowledges partial support from NSF grants No. 0806931 and No. 0963146. M. Georgiopoulos acknowledges partial support from NSF grants No. 1161228 and No. 0525429. G. G. Anagnostopoulos acknowledges partial support from NSF grant No. 1263011....

The growth curve model (GCM), also known as GMANOVA, is a useful technique for investigating patterns of change in repeated measurement data over time and examining the effects of predictor variables on temporal trajectories. The reduced rank feature had been introduced previously to GCM for capturing redundant information in the criterion variables in a parsimonious way. In this paper, a ridge...

A unified view of several recently introduced reduced-rank adaptive filters is presented. As all considered methods use Krylov subspace for rank reduction, the approach taken in this work is inspired from Krylov subspace methods for iterative solutions of linear systems. The alternative interpretation so obtained is used to study the properties of each considered technique and to relate one red...

In functional data analysis (FDA) it is of interest to generalize techniques of multivariate analysis like canonical correlation analysis or regression to functions which are often observed with noise. In the proposed Bayesian approach to FDA two tools are combined: (i) a special Demmler-Reinsch like basis of interpolation splines to represent functions parsimoniously and ‡exibly; (ii) latent v...