噪声、稀疏和不完整函数数据的同时配准与估计的贝叶斯框架

Bayesian Framework for Simultaneous Registration and Estimation of Noisy, Sparse, and Fragmented Functional Data

Journal of the American Statistical Association · 2021
被引 21
ABS 4

中文导读

提出一个统一的贝叶斯框架,用于同时配准和估计来自不同观测模式(密集、稀疏、碎片化)的个体函数,并通过模拟和实际数据验证了其有效性。

Abstract

In many applications, smooth processes generate data that is recorded under a variety of observational regimes, including dense sampling and sparse or fragmented observations that are often contaminated with error. The statistical goal of registering and estimating the individual underlying functions from discrete observations has thus far been mainly approached sequentially without formal uncertainty propagation, or in an application-specific manner by pooling information across subjects. We propose a unified Bayesian framework for simultaneous registration and estimation, which is flexible enough to accommodate inference on individual functions under general observational regimes. Our ability to do this relies on the specification of strongly informative prior models over the amplitude component of function variability using two strategies: a data-driven approach that defines an empirical basis for the amplitude subspace based on training data, and a shape-restricted approach when the relative location and number of extrema is well-understood. The proposed methods build on the elastic functional data analysis framework to separately model amplitude and phase variability inherent in functional data. We emphasize the importance of uncertainty quantification and visualization of these two components as they provide complementary information about the estimated functions. We validate the proposed framework using multiple simulation studies and real applications.

函数数据分析贝叶斯统计数据配准不确定性量化