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14-18 August 2017
Uppsala University
Europe/Stockholm timezone

Modeling of vertical and horizontal variation in multivariate functional data

15 Aug 2017, 16:00
30m
Ångströmslaboratoriet (Uppsala University)

Ångströmslaboratoriet

Uppsala University

Speaker

Speaker

Mr Niels Olsen (Københvans Universitet)

Description

We present a model for multivariate functional data that simultaneously model vertical and horisontal variation. Horisontal variation is modeled using warping functions represented by latent gaussian variables. Vertical variation is modeled using Gaussian processes using a generally applicable low-parametric covariance structure. We devise a method for maximum likelihood estimation using a Laplace approximation and apply it to three different data sets.

Primary author

Mr Niels Olsen (Københvans Universitet)

Presentation Materials

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