Bayesian nonparametric functional data analysis through density estimation
通过密度估计开展贝叶斯非参数函数型数据分析
In many modern experimental settings, observations are obtained in the form of functions, and interest focuses on inferences on a collection of such functions. We propose a hierarchical model that allows us to simultaneously estimate multiple curves nonparametrically by using dependent Dirichlet Process mixtures of Gaussians to characterize the joint distribution of predictors and outcomes. Function estimates are then induced through the conditional distribution of the…