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A flexible approach to Bayesian multiple curve fitting

机译:贝叶斯多曲线拟合的灵活方法

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We model sparse functional data from multiple subjects with a mixed-effects regression spline. In this model, the expected values for any subject (conditioned on the random effects) can be written as the sum of a population curve and a subject-specific deviate from this population curve. The population curve and the subject-specific deviates are both modeled as free-knot b-splines with k and k′ knots located at and , respectively. To identify the number and location of the “free” knots, we sample from the posterior using reversible jump MCMC methods. Sampling from this posterior distribution is complicated, however, by the flexibility we allow for the model’s covariance structure. No restrictions (other than positive definiteness) are placed on the covariance parameters ψ and σ2 and, as a result, no analytical form for the likelihood exists. In this paper, we consider two approximations to and then sample from the corresponding approximations to . We also sample from which has a likelihood that is available in closed form. While sampling from this larger posterior is less efficient, the resulting marginal distribution of knots is exact and allows us to evaluate the accuracy of each approximation. We then consider a real data set and explore the difference between and the more accurate approximation to.
机译:我们使用混合效果回归样条对来自多个主题的稀疏功能数据进行建模。在此模型中,可以将任何受试者的期望值(以随机效应为条件)写为总体曲线的总和,并且特定于受试者的偏离该总体曲线。人口曲线和特定于受试者的偏差都被建模为自由结b样条,其k和k'结分别位于和。为了确定“自由”结的数量和位置,我们使用可逆跳MCMC方法从后部采样。从这种后验分布进行采样很复杂,但是,由于我们允许模型具有协方差结构,因此具有一定的灵活性。没有对协方差参数ψ和σ2施加任何限制(除了正定性之外),因此,不存在关于可能性的解析形式。在本文中,我们考虑的两个近似值,然后从的近似值中采样。我们还从中抽样了一个可能以封闭形式提供的可能性。虽然从较大的后验采样效率较低,但结的边际分布精确,可以让我们评估每个近似值的准确性。然后,我们考虑一个真实的数据集,并探索它们之间的差异以及更精确的近似值。

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