Bayesian Estimation of Principal Components for Functional Data
نویسندگان
چکیده
منابع مشابه
Bayesian Estimation of Principal Components for Functional Data
Abstract. The area of principal components analysis (PCA) has seen relatively few contributions from the Bayesian school of inference. In this paper, we propose a Bayesian method for PCA in the case of functional data observed with error. We suggest modeling the covariance function by use of an approximate spectral decomposition, leading to easily interpretable parameters. We study in depth the...
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ژورنال
عنوان ژورنال: Bayesian Analysis
سال: 2017
ISSN: 1936-0975
DOI: 10.1214/16-ba1003