Efficient Bayesian hierarchical functional data analysis with basis function approximations using Gaussian-Wishart processes

DOI10.1111/BIOM.12705MaRDI QIDQ4556687zbMATH OpenOpenAlexWikidataFDO

Authors Jingjing Yang, Peng Ren, Taeryon Choi, Dennis D. Cox, Jongsoo Lee

Publication date 16 November 2018

Published in Biometrics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1512.07568, http://europepmc.org/articles/pmc5634932

zbMATH Keywords

basis functionBayesian hierarchical modelfunctional data analysisGaussian-Wishart processsmoothing

Mathematics Subject Classification ID

Gaussian processes (60G15) Bayesian inference (62F15) Estimation in multivariate analysis (62H12) Applications of statistics to biology and medical sciences; meta analysis (62P10)

Abstract: Functional data are defined as realizations of random functions (mostly smooth functions) varying over a continuum, which are usually collected with measurement errors on discretized grids. In order to accurately smooth noisy functional observations and deal with the issue of high-dimensional observation grids, we propose a novel Bayesian method based on the Bayesian hierarchical model with a Gaussian-Wishart process prior and basis function representations. We first derive an induced model for the basis-function coefficients of the functional data, and then use this model to conduct posterior inference through Markov chain Monte Carlo. Compared to the standard Bayesian inference that suffers serious computational burden and unstableness for analyzing high-dimensional functional data, our method greatly improves the computational scalability and stability, while inheriting the advantage of simultaneously smoothing raw observations and estimating the mean-covariance functions in a nonparametric way. In addition, our method can naturally handle functional data observed on random or uncommon grids. Simulation and real studies demonstrate that our method produces similar results as the standard Bayesian inference with low-dimensional common grids, while efficiently smoothing and estimating functional data with random and high-dimensional observation grids where the standard Bayesian inference fails. In conclusion, our method can efficiently smooth and estimate high-dimensional functional data, providing one way to resolve the curse of dimensionality for Bayesian functional data analysis with Gaussian-Wishart processes.

Recommendations

• Smoothing and mean-covariance estimation of functional data with a Bayesian hierarchical model
• A Bayesian Model for Sparse Functional Data
• Hierarchical Bayesian models for predicting spatially correlated curves
• scientific article; zbMATH DE number 5586079
• Variational Bayesian functional PCA

Cited in

(8)

• Bayesian covariance estimation and inference in latent Gaussian process models
• Gaussian graphical modeling for spectrometric data analysis
• Smoothing and mean-covariance estimation of functional data with a Bayesian hierarchical model
• Nonparametric Bayes models of fiber curves connecting brain regions
• A geometric approach to pairwise Bayesian alignment of functional data using importance sampling
• Regression Analysis of Asynchronous Longitudinal Functional and Scalar Data
• Functional horseshoe smoothing for functional trend estimation
• MAGMA: inference and prediction using multi-task Gaussian processes with common mean

This page was built for publication: Efficient Bayesian hierarchical functional data analysis with basis function approximations using Gaussian-Wishart processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4556687)