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Bayesian functional principal components analysis for binary and count data (2009).
| Content Provider | CiteSeerX |
|---|---|
| Author | Linde, Angelika Van Der |
| Abstract | Recently, van der Linde (2008) proposed a variational algorithm to obtain approximate Bayesian inference in functional principal components analysis (FPCA), where the functions were observed with Gaussian noise. Generalized FPCA under different noise models with sparse longitudinal data was developed by Hall, Müller and Yao (2008), but no Bayesian approach is available yet. It is demonstrated that an adapted version of the variational algorithm can be applied to obtain a Bayesian FPCA for canonical parameter functions, particularly log-intensity functions given Poisson count data or logit-probability functions given binary observations. To this end a second order Taylor expansion of the log-likelihood, that is, a working Gaussian distribution and hence another step of approximation, is used. Although the approach is conceptually straight forward, difficulties can arise in practical applications depending on the accuracy of the approximation and the information in the data. A modified algorithm is introduced generally for one-parameter exponential families and exemplified for binary and count data. Conditions for its successful application are discussed and illustrated using simulated data sets. Also an application with real data is presented. |
| File Format | |
| Publisher Date | 2009-01-01 |
| Access Restriction | Open |
| Subject Keyword | Count Data Bayesian Functional Principal Component Analysis Variational Algorithm Van Der Linde Gaussian Noise Bayesian Approach Sparse Longitudinal Data Binary Observation Different Noise Model Practical Application Approximate Bayesian Inference Modified Algorithm Successful Application Poisson Count Data Adapted Version Bayesian Fpca Functional Principal Component Analysis Log-intensity Function Canonical Parameter Function One-parameter Exponential Family Simulated Data Set Real Data Second Order Taylor Expansion Logit-probability Function Gaussian Distribution |
| Content Type | Text |