Efficient Functional ANOVA Through Wavelet-Domain Markov Groves
通过小波域马尔可夫树集合高效进行函数型方差分析
We introduce a wavelet-domain method for functional analysis of variance (fANOVA). It is based on a Bayesian hierarchical model that employs a graphical hyperprior in the form of a Markov grove (MG)—that is, a collection of Markov trees—for linking the presence/absence of factor effects at all location-scale combinations, thereby incorporating the natural clustering of factor effects in the wavelet-domain across locations and scales. Inference under the model enjoys both…