A multiresolution approach to time warping achieved by a Bayesian prior-posterior transfer fitting strategy
A multiresolution approach to time warping achieved by a Bayesian prior-posterior transfer fitting strategy
复制标题
DOI:
10.1111/j.1467-9868.2010.00752.x
复制
发表时间:
2010-01-01
影响因子:
5.8
通讯作者:
Slaets, Leen
中科院分区:
文献类型:
--
作者:
Claeskens, Gerda;Silverman, Bernard W.;Slaets, Leen
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.