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  • 标题:Functional regression via variational Bayes
  • 本地全文:下载
  • 作者:Jeff Goldsmith ; Matt P. Wand ; Ciprian Crainiceanu
  • 期刊名称:Electronic Journal of Statistics
  • 印刷版ISSN:1935-7524
  • 出版年度:2011
  • 卷号:5
  • 页码:572-602
  • DOI:10.1214/11-EJS619
  • 语种:English
  • 出版社:Institute of Mathematical Statistics
  • 摘要:We introduce variational Bayes methods for fast approximate inference in functional regression analysis. Both the standard cross-sectional and the increasingly common longitudinal settings are treated. The methodology allows Bayesian functional regression analyses to be conducted without the computational overhead of Monte Carlo methods. Confidence intervals of the model parameters are obtained both using the approximate variational approach and nonparametric resampling of clusters. The latter approach is possible because our variational Bayes functional regression approach is computationally efficient. A simulation study indicates that variational Bayes is highly accurate in estimating the parameters of interest and in approximating the Markov chain Monte Carlo-sampled joint posterior distribution of the model parameters. The methods apply generally, but are motivated by a longitudinal neuroimaging study of multiple sclerosis patients. Code used in simulations is made available as a web-supplement.
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