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  • Search: subject:"Bayesian non-parametric methods"
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Bayesian non-parametric methods 1 Functional Data 1 MCMC 1 Penalized Splines 1
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Book / Working Paper 1
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Undetermined 1
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Laurini, Márcio 1
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IBMEC Business School - Rio de Janeiro 1
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IBMEC RJ Economics Discussion Papers 1
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Dynamic Functional Data Analysis with Nonparametric State Space Models.
Laurini, Márcio - IBMEC Business School - Rio de Janeiro - 2012
In this article we introduce a new methodology for modeling curves with a dynamic structure, using a non-parametric approach formulated as a state space model. The non-parametric approach is based on the use of penalized splines, represented as a dynamic mixed model. This formulation can capture...
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