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Bayesian Nonparametric Functional Data Analysis Through Density Estimation.

Publication ,  Journal Article
Rodríguez, A; Dunson, DB; Gelfand, AE
Published in: Biometrika
January 2009

In many modern experimental settings, observations are obtained in the form of functions, and interest focuses on inferences on a collection of such functions. We propose a hierarchical model that allows us to simultaneously estimate multiple curves nonparametrically by using dependent Dirichlet Process mixtures of Gaussians to characterize the joint distribution of predictors and outcomes. Function estimates are then induced through the conditional distribution of the outcome given the predictors. The resulting approach allows for flexible estimation and clustering, while borrowing information across curves. We also show that the function estimates we obtain are consistent on the space of integrable functions. As an illustration, we consider an application to the analysis of Conductivity and Temperature at Depth data in the north Atlantic.

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Published In

Biometrika

DOI

EISSN

1464-3510

ISSN

0006-3444

Publication Date

January 2009

Volume

96

Issue

1

Start / End Page

149 / 162

Related Subject Headings

  • Statistics & Probability
  • 4905 Statistics
  • 3802 Econometrics
  • 1403 Econometrics
  • 0104 Statistics
  • 0103 Numerical and Computational Mathematics
 

Citation

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Rodríguez, A., Dunson, D. B., & Gelfand, A. E. (2009). Bayesian Nonparametric Functional Data Analysis Through Density Estimation. Biometrika, 96(1), 149–162. https://doi.org/10.1093/biomet/asn054
Rodríguez, Abel, David B. Dunson, and Alan E. Gelfand. “Bayesian Nonparametric Functional Data Analysis Through Density Estimation.Biometrika 96, no. 1 (January 2009): 149–62. https://doi.org/10.1093/biomet/asn054.
Rodríguez A, Dunson DB, Gelfand AE. Bayesian Nonparametric Functional Data Analysis Through Density Estimation. Biometrika. 2009 Jan;96(1):149–62.
Rodríguez, Abel, et al. “Bayesian Nonparametric Functional Data Analysis Through Density Estimation.Biometrika, vol. 96, no. 1, Jan. 2009, pp. 149–62. Epmc, doi:10.1093/biomet/asn054.
Rodríguez A, Dunson DB, Gelfand AE. Bayesian Nonparametric Functional Data Analysis Through Density Estimation. Biometrika. 2009 Jan;96(1):149–162.
Journal cover image

Published In

Biometrika

DOI

EISSN

1464-3510

ISSN

0006-3444

Publication Date

January 2009

Volume

96

Issue

1

Start / End Page

149 / 162

Related Subject Headings

  • Statistics & Probability
  • 4905 Statistics
  • 3802 Econometrics
  • 1403 Econometrics
  • 0104 Statistics
  • 0103 Numerical and Computational Mathematics