Gaussian Process Functional Regression Modeling for Batch Data
- 27 February 2007
- journal article
- Published by Oxford University Press (OUP) in Biometrics
- Vol. 63 (3) , 714-723
Abstract
SummaryA Gaussian process functional regression model is proposed for the analysis of batch data. Covariance structure and mean structure are considered simultaneously, with the covariance structure modeled by a Gaussian process regression model and the mean structure modeled by a functional regression model. The model allows the inclusion of covariates in both the covariance structure and the mean structure. It models the nonlinear relationship between a functional output variable and a set of functional and nonfunctional covariates. Several applications and simulation studies are reported and show that the method provides very good results for curve fitting and prediction.Keywords
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