Bayesian hierarchical functional data analysis via contaminated informative priors.

Published

Journal Article

A variety of flexible approaches have been proposed for functional data analysis, allowing both the mean curve and the distribution about the mean to be unknown. Such methods are most useful when there is limited prior information. Motivated by applications to modeling of temperature curves in the menstrual cycle, this article proposes a flexible approach for incorporating prior information in semiparametric Bayesian analyses of hierarchical functional data. The proposed approach is based on specifying the distribution of functions as a mixture of a parametric hierarchical model and a nonparametric contamination. The parametric component is chosen based on prior knowledge, while the contamination is characterized as a functional Dirichlet process. In the motivating application, the contamination component allows unanticipated curve shapes in unhealthy menstrual cycles. Methods are developed for posterior computation, and the approach is applied to data from a European fecundability study.

Full Text

Duke Authors

Cited Authors

  • Scarpa, B; Dunson, DB

Published Date

  • September 2009

Published In

Volume / Issue

  • 65 / 3

Start / End Page

  • 772 - 780

PubMed ID

  • 19173703

Pubmed Central ID

  • 19173703

Electronic International Standard Serial Number (EISSN)

  • 1541-0420

International Standard Serial Number (ISSN)

  • 0006-341X

Digital Object Identifier (DOI)

  • 10.1111/j.1541-0420.2008.01163.x

Language

  • eng