JSM 2013 Home
Online Program Home
My Program

Abstract Details

Activity Number: 252
Type: Contributed
Date/Time: Monday, August 5, 2013 : 2:00 PM to 3:50 PM
Sponsor: Section on Nonparametric Statistics
Abstract - #307972
Title: Switching Nonparametric Regression Models
Author(s): Camila De Souza*+ and Nancy Heckman
Companies: University of British Columbia and University of British Columbia
Keywords: Functional data analysis ; Latent variables ; EM algorithm ; Nonparametric regression ; Gaussian processes ; Smoothing
Abstract:

We propose a methodology to analyze functional data arising from a curve that, over its domain, changes between J states. The state at any particular point is determined by a latent stochastic process. The state also determines a function.

We consider a sequence of response variables, where each response y depends on a covariate x according to an unobserved state z. The possible values of the states are j=1,...,J. If z=j the expected response of y is one of J unknown smooth functions evaluated at x. We call this model a switching nonparametric regression model. In a Bayesian switching nonparametric regression model the J functions are realizations of stochastic processes (e.g., Gaussian processes). In a frequentist switching nonparametric regression model the J functions are merely assumed to be smooth.

We modify the EM algorithm to estimate the parameters from the latent state process and the functions corresponding to the J states. We also obtain standard errors for the parameter estimators of the state process. We conduct simulation studies and an application to a data set.


Authors who are presenting talks have a * after their name.

Back to the full JSM 2013 program




2013 JSM Online Program Home

For information, contact jsm@amstat.org or phone (888) 231-3473.

If you have questions about the Continuing Education program, please contact the Education Department.

The views expressed here are those of the individual authors and not necessarily those of the JSM sponsors, their officers, or their staff.

ASA Meetings Department  •  732 North Washington Street, Alexandria, VA 22314  •  (703) 684-1221  •  meetings@amstat.org
Copyright © American Statistical Association.