Bayesian Functional Data Analysis Using WinBUGS

被引:1
作者
Crainiceanu, Ciprian [1 ]
Goldsmith, A. Jeffrey [1 ]
机构
[1] Johns Hopkins Univ, Dept Biostat, Baltimore, MD 21205 USA
来源
JOURNAL OF STATISTICAL SOFTWARE | 2010年 / 32卷 / 11期
关键词
MCMC; mixed effects; covariance; smoothing; GENERALIZED LINEAR-MODELS; LIKELIHOOD RATIO TESTS; REGRESSION;
D O I
暂无
中图分类号
TP39 [计算机的应用];
学科分类号
081203 ; 0835 ;
摘要
We provide user friendly software for Bayesian analysis of functional data models using WinBUGS 1.4. The excellent properties of Bayesian analysis in this context are due to: (1) dimensionality reduction, which leads to low dimensional projection bases; (2) mixed model representation of functional models, which provides a modular approach to model extension; and (3) orthogonality of the principal component bases, which contributes to excellent chain convergence and mixing properties. Our paper provides one more, essential, reason for using Bayesian analysis for functional models: the existence of software.
引用
收藏
页码:1 / 33
页数:33
相关论文
共 48 条
  • [1] [Anonymous], 2003, Semiparametric Regression
  • [2] [Anonymous], 2003, Bayesian Data Analysis
  • [3] [Anonymous], 1945, Comptes Rendus Acad. Sci
  • [4] Bayesian hierarchical spatially correlated functional data analysis with application to colon carcinogenesis
    Baladandayuthapani, Veerabhadran
    Mallick, Bani K.
    Hong, Mee Young
    Lupton, Joanne R.
    Turner, Nancy D.
    Carroll, Raymond J.
    [J]. BIOMETRICS, 2008, 64 (01) : 64 - 73
  • [5] Brezger A, 2005, J STAT SOFTW, V14, P1
  • [6] Estimation in generalized linear models for functional data via penalized likelihood
    Cardot, H
    Sarda, P
    [J]. JOURNAL OF MULTIVARIATE ANALYSIS, 2005, 92 (01) : 24 - 41
  • [7] Functional linear model
    Cardot, H
    Ferraty, F
    Sarda, P
    [J]. STATISTICS & PROBABILITY LETTERS, 1999, 45 (01) : 11 - 22
  • [8] Cardot H, 2003, STAT SINICA, V13, P571
  • [9] Carlin BP., 2008, Bayesian methods for data analysis
  • [10] Functional quasi-likelihood regression models with smooth random effects
    Chiou, JM
    Müller, HG
    Wang, JL
    [J]. JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY, 2003, 65 : 405 - 423