Enriched Stick Breaking Processes for Functional Data.
Journal Article (Journal Article)
In many applications involving functional data, prior information is available about the proportion of curves having different attributes. It is not straightforward to include such information in existing procedures for functional data analysis. Generalizing the functional Dirichlet process (FDP), we propose a class of stick-breaking priors for distributions of functions. These priors incorporate functional atoms drawn from constrained stochastic processes. The stick-breaking weights are specified to allow user-specified prior probabilities for curve attributes, with hyperpriors accommodating uncertainty. Compared with the FDP, the random distribution is enriched for curves having attributes known to be common. Theoretical properties are considered, methods are developed for posterior computation, and the approach is illustrated using data on temperature curves in menstrual cycles.
Full Text
Duke Authors
Cited Authors
- Scarpa, B; Dunson, DB
Published Date
- January 2014
Published In
Volume / Issue
- 109 / 506
Start / End Page
- 647 - 660
PubMed ID
- 24976662
Pubmed Central ID
- PMC4067980
Electronic International Standard Serial Number (EISSN)
- 1537-274X
International Standard Serial Number (ISSN)
- 0162-1459
Digital Object Identifier (DOI)
- 10.1080/01621459.2013.866564
Language
- eng