Bayesian functional linear regression with sparse step functions

DOI10.1214/18-BA1095zbMath1409.62060arXiv1604.08403OpenAlexW2962849899MaRDI QIDQ1757666

Christophe Abraham, Meïli Baragatti, Pierre Pudlo, Paul-Marie Grollemund

Publication date: 15 January 2019

Published in: Bayesian Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1604.08403

zbMATH Keywords

parsimonyBayesian regressionfunctional datasupport estimate

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Bayesian inference (62F15) Applications of statistics in engineering and industry; control charts (62P30)

Related Items (8)

A Functional Information Criterion for Region Selection in Functional Linear Models ⋮ Selection of time instants and intervals with support vector regression for multivariate functional data ⋮ Nonstationary Gaussian Process Discriminant Analysis With Variable Selection for High-Dimensional Functional Data ⋮ Lasso in Infinite dimension: application to variable selection in functional multivariate linear regression ⋮ On optimal regression trees to detect critical intervals for multivariate functional data ⋮ Bayesian functional linear regression with sparse step functions ⋮ Interpretable sparse SIR for functional data ⋮ Posterior concentration for a misspecified Bayesian regression model with functional covariates

Uses Software

• WinBUGS
• fda (R)

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