Joanna Boland

Bio: Joanna Boland is an academic researcher from University of California, Los Angeles. The author has contributed to research in topics: Computer science & Bayesian probability. The author has co-authored 1 publications.

Central Posterior Envelopes for Bayesian Functional Principal Component Analysis

Abstract: Bayesian methods provide direct uncertainty quantification in functional data analysis applications without reliance on bootstrap techniques. A major tool in functional data applications is the functional principal component analysis which decomposes the data around a common mean function and identifies leading directions of variation. Bayesian functional principal components analysis (BFPCA) provides uncertainty quantification on the estimated functional model components via the posterior samples obtained. We propose central posterior envelopes (CPEs) for BFPCA based on functional depth as a descriptive visualization tool to summarize variation in the posterior samples of the estimated functional model components, contributing to uncertainty quantification in BFPCA. The proposed BFPCA relies on a latent factor model and targets model parameters within a hierarchical modeling framework using modified multiplicative gamma process shrinkage priors on the variance components. Functional depth provides a center-outward order to a sample of functions. We utilize modified band depth and modified volume depth for ordering of a sample of functions and surfaces, respectively, to derive at CPEs of the mean and eigenfunctions within the BFPCA framework. The proposed CPEs are showcased in extensive simulations. Finally, the proposed CPEs are applied to the analysis of a sample of power spectral densities from resting state electroencephalography where they lead to novel insights on diagnostic group differences among children diagnosed with autism spectrum disorder and their typically developing peers across age.

Fast Multilevel Functional Principal Component Analysis

Abstract: Abstract We introduce fast multilevel functional principal component analysis (fast MFPCA), which scales up to high dimensional functional data measured at multiple visits. The new approach is orders of magnitude faster than and achieves comparable estimation accuracy with the original MFPCA. Methods are motivated by the National Health and Nutritional Examination Survey (NHANES), which contains minute-level physical activity information of more than 10, 000 participants over multiple days and 1440 observations per day. While MFPCA takes more than five days to analyze these data, fast MFPCA takes less than five minutes. A theoretical study of the proposed method is also provided. The associated function mfpca.face() is available in the R package refund. Supplementary materials for this article are available online.