Adaptive basis selection for functional data analysis via stochastic penalization
Título del documento: Adaptive basis selection for functional data analysis via stochastic penalization
Revista: Computational & applied mathematics
Base de datos: PERIÓDICA
Número de sistema: 000268608
ISSN: 1807-0302
Autores: 1
Instituciones: 1Universidade Estadual de Campinas, Departamento de Estatistica, Campinas, Sao Paulo. Brasil
Año:
Periodo: May-Ago
Volumen: 24
Número: 2
Paginación: 209-229
País: Brasil
Idioma: Inglés
Tipo de documento: Artículo
Enfoque: Experimental, analítico
Resumen en inglés 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
Disciplinas: Matemáticas,
Ciencias de la computación
Palabras clave: 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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