posted on 2022-10-19, 10:14authored byPádraig O'Shea
Traditional algorithms for modelling functional data use derivative-based optimisation
methods to fit parameters. The process of finnding the derivatives of the fitting criterion
with respect to the parameters is complex. In some cases, the derivatives might not
exist everywhere, as is the case when the Mean Absolute Deviation criterion is used
instead of the usual Least Squares approach. Accordingly, the use of derivative-free
methods for Functional Data Analysis was investigated in this thesis. It was found that
the derivative-free methods perform satisfactorily on simple FDA problems and that
the implementation e ort was much less than for the derivative based methods. Furthermore,
using derivative-free methods, it is possible to fit models using non-smooth
loss functions such as the Mean Absolute Deviation criterion. It was also possible
to fit a variety of parametric problems using a modified version of the derivative-free
methodology developed in this thesis.