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Gaussian process functional regression modeling for batch data
J Q Shi1, B Wang, R Murray-Smith
1School of Mathematics and Statistics, University of Newcastle, Newcastle Upon Tyne NE1 7RU, UK. j.q.shi@ncl.ac.uk
Abstract:
A Gaussian process functional regression model is proposed for the analysis of batch data. Covariance structure and mean structure are considered simultaneously, with the covariance structure modeled by a Gaussian process regression model and the mean structure modeled by a functional regression model. The model allows the inclusion of covariates in both the covariance structure and the mean structure. It models the nonlinear relationship between a functional output variable and a set of functional and nonfunctional covariates. Several applications and simulation studies are reported and show that the method provides very good results for curve fitting and prediction.
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