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