A Bayesian model for sparse functional data

Biometrics. 2008 Mar;64(1):54-63. doi: 10.1111/j.1541-0420.2007.00829.x. Epub 2007 Jun 15.

Abstract

We propose a method for analyzing data which consist of curves on multiple individuals, i.e., longitudinal or functional data. We use a Bayesian model where curves are expressed as linear combinations of B-splines with random coefficients. The curves are estimated as posterior means obtained via Markov chain Monte Carlo (MCMC) methods, which automatically select the local level of smoothing. The method is applicable to situations where curves are sampled sparsely and/or at irregular time points. We construct posterior credible intervals for the mean curve and for the individual curves. This methodology provides unified, efficient, and flexible means for smoothing functional data.

Publication types

  • Research Support, N.I.H., Extramural
  • Research Support, U.S. Gov't, Non-P.H.S.

MeSH terms

  • Algorithms*
  • Bayes Theorem*
  • Biometry / methods*
  • Cohort Studies*
  • Computer Simulation
  • Data Interpretation, Statistical*
  • Longitudinal Studies*
  • Models, Statistical*