2,480 research outputs found

    A Bayesian Multivariate Functional Dynamic Linear Model

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    We present a Bayesian approach for modeling multivariate, dependent functional data. To account for the three dominant structural features in the data--functional, time dependent, and multivariate components--we extend hierarchical dynamic linear models for multivariate time series to the functional data setting. We also develop Bayesian spline theory in a more general constrained optimization framework. The proposed methods identify a time-invariant functional basis for the functional observations, which is smooth and interpretable, and can be made common across multivariate observations for additional information sharing. The Bayesian framework permits joint estimation of the model parameters, provides exact inference (up to MCMC error) on specific parameters, and allows generalized dependence structures. Sampling from the posterior distribution is accomplished with an efficient Gibbs sampling algorithm. We illustrate the proposed framework with two applications: (1) multi-economy yield curve data from the recent global recession, and (2) local field potential brain signals in rats, for which we develop a multivariate functional time series approach for multivariate time-frequency analysis. Supplementary materials, including R code and the multi-economy yield curve data, are available online

    Trivariate Spline Representations for Computer Aided Design and Additive Manufacturing

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    Digital representations targeting design and simulation for Additive Manufacturing (AM) are addressed from the perspective of Computer Aided Geometric Design. We discuss the feasibility for multi-material AM for B-rep based CAD, STL, sculptured triangles as well as trimmed and block-structured trivariate locally refined spline representations. The trivariate spline representations support Isogeometric Analysis (IGA), and topology structures supporting these for CAD, IGA and AM are outlined. The ideas of (Truncated) Hierarchical B-splines, T-splines and LR B-splines are outlined and the approaches are compared. An example from the EC H2020 Factories of the Future Research and Innovation Actions CAxMan illustrates both trimmed and block-structured spline representations for IGA and AM.Comment: 30 pages, 14 figures. This project has received funding from the European Union's Horizon 2020 research and innovation programme under grant agreement No 68044

    Functional Regression

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    Functional data analysis (FDA) involves the analysis of data whose ideal units of observation are functions defined on some continuous domain, and the observed data consist of a sample of functions taken from some population, sampled on a discrete grid. Ramsay and Silverman's 1997 textbook sparked the development of this field, which has accelerated in the past 10 years to become one of the fastest growing areas of statistics, fueled by the growing number of applications yielding this type of data. One unique characteristic of FDA is the need to combine information both across and within functions, which Ramsay and Silverman called replication and regularization, respectively. This article will focus on functional regression, the area of FDA that has received the most attention in applications and methodological development. First will be an introduction to basis functions, key building blocks for regularization in functional regression methods, followed by an overview of functional regression methods, split into three types: [1] functional predictor regression (scalar-on-function), [2] functional response regression (function-on-scalar) and [3] function-on-function regression. For each, the role of replication and regularization will be discussed and the methodological development described in a roughly chronological manner, at times deviating from the historical timeline to group together similar methods. The primary focus is on modeling and methodology, highlighting the modeling structures that have been developed and the various regularization approaches employed. At the end is a brief discussion describing potential areas of future development in this field

    Adaptive shape optimization with NURBS designs and PHT-splines for solution approximation in time-harmonic acoustics

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    Geometry Independent Field approximaTion (GIFT) was proposed as a generalization of Isogeometric analysis (IGA), where different types of splines are used for the parameterization of the computational domain and approximation of the unknown solution. GIFT with Non-Uniform Rational B-Splines (NUBRS) for the geometry and PHT-splines for the solution approximation were successfully applied to problems of time-harmonic acoustics, where it was shown that in some cases, adaptive PHT-spline mesh yields highly accurate solutions at lower computational cost than methods with uniform refinement. Therefore, it is of interest to investigate performance of GIFT for shape optimization problems, where NURBS are used to model the boundary with their control points being the design variables and PHT-splines are used to approximate the solution adaptively to the boundary changes during the optimization process. In this work we demonstrate the application of GIFT for 2D acoustic shape optimization problems and, using three benchmark examples, we show that the method yields accurate solutions with significant computational savings in terms of the number of degrees of freedom and computational time

    Computer model calibration with large non-stationary spatial outputs: application to the calibration of a climate model

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    Bayesian calibration of computer models tunes unknown input parameters by comparing outputs with observations. For model outputs that are distributed over space, this becomes computationally expensive because of the output size. To overcome this challenge, we employ a basis representation of the model outputs and observations: we match these decompositions to carry out the calibration efficiently. In the second step, we incorporate the non-stationary behaviour, in terms of spatial variations of both variance and correlations, in the calibration. We insert two integrated nested Laplace approximation-stochastic partial differential equation parameters into the calibration. A synthetic example and a climate model illustration highlight the benefits of our approach
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