Variational Bayes for functional data registration, smoothing, and prediction

DOI10.1214/16-BA1013MaRDI QIDQ1699674zbMATH OpenWikidataFDO

Authors Cecilia Earls, Giles Hooker

Publication date 23 February 2018

Published in Bayesian Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1502.00552, https://projecteuclid.org/euclid.ba/1469553352

zbMATH Keywords

Bayesian modelingfunctional datafunctional predictionregistrationsmoothingvariational Bayes

Mathematics Subject Classification ID

Bayesian inference (62F15) Nonparametric estimation (62G05) Applications of statistics to environmental and related topics (62P12)

Abstract: We propose a model for functional data registration that compares favorably to the best methods of functional data registration currently available. It also extends current inferential capabilities for unregistered data by providing a flexible probabilistic framework that 1) allows for functional prediction in the context of registration and 2) can be adapted to include smoothing and registration in one model. The proposed inferential framework is a Bayesian hierarchical model where the registered functions are modeled as Gaussian processes. To address the computational demands of inference in high-dimensional Bayesian models, we propose an adapted form of the variational Bayes algorithm for approximate inference that performs similarly to MCMC sampling methods for well-defined problems. The efficiency of the adapted variational Bayes (AVB) algorithm allows variability in a predicted registered, warping, and unregistered function to be depicted separately via bootstrapping. Temperature data related to the el-ni~no phenomenon is used to demonstrate the unique inferential capabilities for prediction provided by this model.

Recommendations

• Functional regression via variational Bayes
• Bayesian Curve Registration of Functional Data
• Model-based curve registration via stochastic approximation EM algorithm
• Bayesian Hierarchical Curve Registration
• Bayesian registration of functions and curves

Cited in

(9)

• Variational multiscale nonparametric regression: smooth functions
• Functional regression via variational Bayes
• Data science vs. statistics: two cultures?
• Landmark-Warped Emulators for Models with Misaligned Functional Response
• Ultra-Fast Approximate Inference Using Variational Functional Mixed Models
• Bayesian Framework for Simultaneous Registration and Estimation of Noisy, Sparse, and Fragmented Functional Data
• Template Priors in Bayesian Curve Registration
• Clustering functional data via variational inference
• Fast Bayesian basis selection for functional data representation with correlated errors

This page was built for publication: Variational Bayes for functional data registration, smoothing, and prediction

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1699674)