Adaptive basis selection for functional data analysis via stochastic penalization

We propose an adaptive method of analyzing a collection of curves which can be, individually, modeled as a linear combination of spline basis functions. Through the introduction of latent Bernoulli variables, the number of basis functions, the variance of the error measurements and the coefficients...

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Bibliographic Details
Main Author: Anselmo,Cezar A.F. (author)
Other Authors: Dias,Ronaldo (author), Garcia,Nancy L. (author)
Format: article
Language:eng
Published: 2005
Subjects:
Online Access:http://old.scielo.br/scielo.php?script=sci_arttext&pid=S1807-03022005000200004
Country:Brazil
Oai:oai:scielo:S1807-03022005000200004