A multiresolution approach to time warping achieved by a Bayesian prior-posterior transfer fitting strategy

Silverman, Bernard W.

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