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A Bayesian model for sparse functional data.


ABSTRACT: We propose a method for analyzing data which consist of curves on multiple individuals, i.e., longitudinal or functional data. We use a Bayesian model where curves are expressed as linear combinations of B-splines with random coefficients. The curves are estimated as posterior means obtained via Markov chain Monte Carlo (MCMC) methods, which automatically select the local level of smoothing. The method is applicable to situations where curves are sampled sparsely and/or at irregular time points. We construct posterior credible intervals for the mean curve and for the individual curves. This methodology provides unified, efficient, and flexible means for smoothing functional data.

SUBMITTER: Thompson WK 

PROVIDER: S-EPMC5598470 | biostudies-literature | 2008 Mar

REPOSITORIES: biostudies-literature

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A Bayesian model for sparse functional data.

Thompson Wesley K WK   Rosen Ori O  

Biometrics 20070615 1


We propose a method for analyzing data which consist of curves on multiple individuals, i.e., longitudinal or functional data. We use a Bayesian model where curves are expressed as linear combinations of B-splines with random coefficients. The curves are estimated as posterior means obtained via Markov chain Monte Carlo (MCMC) methods, which automatically select the local level of smoothing. The method is applicable to situations where curves are sampled sparsely and/or at irregular time points.  ...[more]

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