Seminar Series: Sebastian A. Kurtek

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September 23, 2021
3:00PM - 4:00PM
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Virtual

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Add to Calendar 2021-09-23 15:00:00 2021-09-23 16:00:00 Seminar Series: Sebastian A. Kurtek Title Bayesian Framework for Simultaneous Registration and Estimation of Noisy, Sparse, and Fragmented Functional Data Meeting link *Please mute upon entry Speaker Sebastian A. Kurtek, The Ohio State University, Department of Statistics Abstract In many applications, smooth processes generate data that are recorded under a variety of observational regimes, including dense sampling and sparse or fragmented observations that are often contaminated with error. The statistical goal of registering and estimating the individual underlying functions from discrete observations has thus far been mainly approached sequentially without formal uncertainty propagation, or in an application-specific manner by pooling information across subjects. We propose a unified Bayesian framework for simultaneous registration and estimation, which is flexible enough to accommodate inference on individual functions under general observational regimes. Our ability to do this relies on the specification of strongly informative prior models over the amplitude component of function variability using two strategies: a data-driven approach that defines an empirical basis for the amplitude subspace based on training data, and a shape-restricted approach when the relative location and number of extrema is well-understood. The proposed methods build on the elastic functional data analysis framework to separately model amplitude and phase variability inherent in functional data. We emphasize the importance of uncertainty quantification and visualization of these two components as they provide complementary information about the estimated functions. We validate the proposed framework using multiple simulation studies and real applications. This is joint work with James Matuk (Duke University), Karthik Bharath (University of Nottingham) and Oksana Chkrebtii. Virtual Department of Statistics webmaster@stat.osu.edu America/New_York public
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Title

Bayesian Framework for Simultaneous Registration and Estimation of Noisy, Sparse, and Fragmented Functional Data

Meeting link

*Please mute upon entry

Speaker

Sebastian A. Kurtek, The Ohio State University, Department of Statistics

Abstract

In many applications, smooth processes generate data that are recorded under a variety of observational regimes, including dense sampling and sparse or fragmented observations that are often contaminated with error. The statistical goal of registering and estimating the individual underlying functions from discrete observations has thus far been mainly approached sequentially without formal uncertainty propagation, or in an application-specific manner by pooling information across subjects. We propose a unified Bayesian framework for simultaneous registration and estimation, which is flexible enough to accommodate inference on individual functions under general observational regimes. Our ability to do this relies on the specification of strongly informative prior models over the amplitude component of function variability using two strategies: a data-driven approach that defines an empirical basis for the amplitude subspace based on training data, and a shape-restricted approach when the relative location and number of extrema is well-understood. The proposed methods build on the elastic functional data analysis framework to separately model amplitude and phase variability inherent in functional data. We emphasize the importance of uncertainty quantification and visualization of these two components as they provide complementary information about the estimated functions. We validate the proposed framework using multiple simulation studies and real applications. This is joint work with James Matuk (Duke University), Karthik Bharath (University of Nottingham) and Oksana Chkrebtii.