2011/02/14 by Ronaldo Dias, Dias, Ronaldo, Nancy L. Garcia +3 · 1 citation
Chemistry · Decision Sciences · Mathematics · #Advanced Statistical Methods and Models #Advanced Statistical Process Monitoring #Applied mathematics #Covariance #Covariance function #FOS: Computer and information sciences #Function (biology) #Gaussian #Gaussian process #Mathematical optimization #Mathematics #Methodology (stat.ME) #Population #Range (aeronautics) #Realization (probability) #Spectroscopy and Chemometric Analyses #Statistics #stat.ME
paper · pdf · doi:10.48550/arxiv.1102.2773
29 pages, 12 figures
arxiv created 2011/02/14 · openalex publication_date 2011/02/14 · arxiv updated 2011/02/15 · openalex created_date 2025/10/10 · openalex updated_date 2026/08/05
In many areas of science one aims to estimate latent sub-population mean curves based only on observations of aggregated population curves. By aggregated curves we mean linear combination of functional data that cannot be observed individually. We assume that several aggregated curves with linear independent coefficients are available. More specifically, we assume each aggregated curve is an independent partial realization of a Gaussian process with mean modeled through a weighted linear combination of the disaggregated curves. We model the mean of the Gaussian processes as a smooth function approximated by a function belonging to a finite dimensional space \cal HK which is spanned by K B-splines basis functions. We explore two different specifications of the covariance function of the Gaussian process: one that assumes a constant variance across the domain of the process, and a more general variance structure which is itself modelled as a smooth function, providing a nonstationary covariance function. Inference procedure is performed following the Bayesian paradigm allowing experts' opinion to be considered when estimating the disaggregated curves. Moreover, it naturally provides the uncertainty associated with the parameters estimates and fitted values. Our model is suitable for a wide range of applications. We concentrate on two different real examples: calibration problem for NIR spectroscopy data and an analysis of distribution of energy among different type of consumers.