A multiresolution approach to time warping achieved by a Bayesian prior-posterior transfer fitting strategy.

Abstract

The procedure known as warping aims at reducing phase variability in a sample of functional curve observations, by applying a smooth bijection to the argument of each of the functions. We propose a natural representation of warping functions in terms of a new type of elementary function named `warping component functions' which are combined into the warping function by composition. A sequential Bayesian estimation strategy is introduced, which fits a series of models and transfers the posterior of the previous fit into the prior of the next fit. Model selection is based on a warping analogue to wavelet thresholding, combined with Bayesian inference.Bayesian inference; Functional data analysis; Markov chain Monte Carlo sampling; Time warping; Warping components; Warping function;