Bayesian estimation of principal components for functional data

DOI10.1214/16-BA1003zbMath1384.62189OpenAlexW2181430830WikidataQ57426082 ScholiaQ57426082MaRDI QIDQ1699656

Subhashis Ghosal, Adam Justin Suarez

Publication date: 23 February 2018

Published in: Bayesian Analysis (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ba/1461092217

zbMATH Keywords

principal componentsfunctional datacovariance estimation

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Bayesian inference (62F15)

Related Items (8)

Two-Dimensional Functional Principal Component Analysis for Image Feature Extraction ⋮ Bayesian Function-on-Scalars Regression for High-Dimensional Data ⋮ Monte Carlo Simulation on the Stiefel Manifold via Polar Expansion ⋮ Bayesian linear regression for multivariate responses under group sparsity ⋮ Bayesian sparse seemingly unrelated regressions model with variable selection and covariance estimation via the horseshoe+ ⋮ Wavelet estimation of the dimensionality of curve time series ⋮ Dynamic regression models for time-ordered functional data ⋮ Controlled accuracy Gibbs sampling of order-constrained non-iid ordered random variates

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