Adaptive basis selection for functional data analysis via stochastic penalization



Document title: Adaptive basis selection for functional data analysis via stochastic penalization
Journal: Computational & applied mathematics
Database: PERIÓDICA
System number: 000268608
ISSN: 1807-0302
Authors: 1

Institutions: 1Universidade Estadual de Campinas, Departamento de Estatistica, Campinas, Sao Paulo. Brasil
Year:
Season: May-Ago
Volumen: 24
Number: 2
Pages: 209-229
Country: Brasil
Language: Inglés
Document type: Artículo
Approach: Experimental, analítico
English abstract We propose an adaptive method of analyzing a collection of curves which can be, individually, modeled as a linear combination of spline basis functions. Through the introduction of latent Bernoulli variables, the number of basis functions, the variance of the error measurements and the coefficients of the expansion are determined. We provide a modification of the stochastic EM algorithm for which numerical results show that the estimates are very close to the true curve in the sense of L2 norm
Disciplines: Matemáticas,
Ciencias de la computación
Keyword: Matemáticas aplicadas,
Algoritmo SEM,
Estadística funcional,
Cerchas,
Análisis de datos
Keyword: Mathematics,
Computer science,
Applied mathematics,
SEM algorithm,
Functional statistics,
Splines,
Data analysis
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