A multiresolution approach to time warping achieved by a Bayesian prior-posterior transfer fitting strategy
Abstract
Warping is an approach to the reduction and analysis of phase variability in functional observations, by applying a smooth bijection to the function argument. We propose a natural representation of warping functions in terms of a new type of elementary functions named 'warping component functions', or 'warplets', which are combined into the warping function by composition. The inverse warping function is trivial and explicit to obtain. A sequential Bayesian estimation strategy is introduced which fits a series of models and transfers the posterior of the previous fit into the prior of the next fit. Model selection is based on a warping analogue to wavelet thresholding, combined with Bayesian inference.
Más información
| Título según WOS: | ID WOS:000282875200005 Not found in local WOS DB |
| Título de la Revista: | JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY |
| Volumen: | 72 |
| Editorial: | WILEY-BLACKWELL |
| Fecha de publicación: | 2010 |
| Página de inicio: | 673 |
| Página final: | 694 |
| DOI: |
10.1111/j.1467-9868.2010.00752.x |
| Notas: | ISI |