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Hybrid Dirichlet mixture models for functional data
DOI:10.1111/j.1467-9868.2009.00708.x.png)
摘要
En 中文
In functional data analysis, curves or surfaces are observed, up to measurement error, at a finite set of locations, for, say, a sample of n individuals. Often, the curves are homogeneous, except perhaps for individual-specific regions that provide heterogeneous behaviour (e.g. 'damaged' areas of irregular shape on an otherwise smooth surface). Motivated by applications with functional data of this nature, we propose a Bayesian mixture model, with the aim of dimension reduction, by representing the sample of n curves through a smaller set of canonical curves. We propose a novel prior on the space of probability measures for a random curve which extends the popular Dirichlet priors by allowing local clustering: non-homogeneous portions of a curve can be allocated to different clusters and the n individual curves can be represented as recombinations (hybrids) of a few canonical curves. More precisely, the prior proposed envisions a conceptual hidden factor with k-levels that acts locally on each curve. We discuss several models incorporating this prior and illustrate its performance with simulated and real data sets. We examine theoretical properties of the proposed finite hybrid Dirichlet mixtures, specifically, their behaviour as the number of the mixture components goes to infinity and their connection with Dirichlet process mixtures.
Keyword:
Bayesian non-parametrics
Dependent random partitions
Dirichlet process
Finite mixture models
Gaussian process
Labelling measures
Species sampling priors
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期刊
J
IF:
3.6
论文数:
1.5K
被引数:
3.2W

