Bayesian Wavelet Regression on Curves With Application to a Spectroscopic Calibration Problem
曲线的贝叶斯小波回归及其光谱校准应用
Motivated by calibration problems in near-infrared (NIR) spectroscopy, we consider the linear regression setting in which the many predictor variables arise from sampling an essentially continuous curve at equally spaced points and there may be multiple predictands. We tackle this regression problem by calculating the wavelet transforms of the discretized curves, then applying a Bayesian variable selection method using mixture priors to the multivariate regression of…