Sparse clustering of functional data in presence of misalignment
Valeria Vitelli
Finding sparse solutions to clustering problems has emerged as a hot
topic in statistics in recent years, due to the technological
improvements in measurement systems leading to the spread of
high-dimensional data in many real applications. This topic has
started very recently to emerge in the literature on
functional data, when it is often of much interest to select
the curves’ most relevant features while jointly solving a
classification problem. Functional sparse clustering can be
analytically defined as a variational problem with a hard
thresholding constraint ensuring the sparsity of the solution: this
problem is shown to be well-posed, to have a unique optimal
solution, and to provide good insights in real applications.
When dealing with curve clustering we cannot forget
the presence of misalingment: this is a frequent situation
in functional data analysis problems. Many methods to
jointly cluster and align curves, which efficiently
decouple amplitude and phase variability, have already been
proposed in the literature on functional data. By focusing on one of
these methods, I propose a possible approach to
jointly deal with sparse functional clustering while also
aligning the curves. I first frame a "brute force approach" to the
problem of joint sparse clustering and alignment, and show some
promising preliminary results on simulated data. I then try to
formalize the necessary theoretical tools to solve this problem, and
sketch the next steps.
I will conclude with a vision of the possible future research
directions on the topic.