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Simultaneous inference for misaligned multivariate functional data

机译:同时推断未对齐的多元函数数据

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摘要

We consider inference for misaligned multivariate functional data that represents the same underlying curve, but where the functional samples have systematic differences in shape. We introduce a class of generally applicable models where warping effects are modelled through non-lineartransformation of latent Gaussian variables and systematic shape differences are modelled by Gaussian processes. To model cross-covariance between sample co-ordinates we propose a class of low dimensional cross-covariance structures that are suitable for modelling multivariate functional data. We present a method for doing maximum likelihood estimation in the models and apply the method to three data sets. The first data set is from a motion tracking system where the spatial positions of a large number of body markers are tracked in three dimensions over time. The second data set consists of longitudinal height and weight measurements for Danish boys.The third data set consists of three-dimensional spatial hand paths from a controlled obstacle avoidance experiment. We use the method to estimate the cross-covariance structure and use a classification set-up to demonstrate that the method outperforms state of the art methods for handling misaligned curve data.
机译:我们考虑对代表同一条基础曲线但功能样本在形状上具有系统差异的未对齐多元函数数据的推断。我们介绍了一类普遍适用的模型,其中翘曲效果通过潜在高斯变量的非线性变换建模,而系统形状差异则通过高斯过程建模。为了对样本坐标之间的交叉协方差建模,我们提出了一类低维交叉协方差结构,适用于对多元函数数据进行建模。我们提出了一种在模型中进行最大似然估计的方法,并将该方法应用于三个数据集。第一个数据集来自运动跟踪系统,在该系统中,随着时间的推移,在三个维度上跟踪了大量人体标记的空间位置。第二个数据集包含丹麦男孩的纵向身高和体重测量值。第三个数据集包含来自受控避障实验的三维空间手路径。我们使用该方法估计交叉协方差结构,并使用分类设置来证明该方法优于处理未对齐曲线数据的最新方法。

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