Gaussian process robust regression for noisy heart rate data

Heart rate data collected during nonlaboratory conditions present several data-modeling challenges. First, the noise in such data is often poorly described by a simple Gaussian; it has outliers and errors come in bursts. Second, in large-scale studies the ECG waveform is usually not recorded in full, so one has to deal with missing information. In this paper, we propose a robust postprocessing model for such applications. Our model to infer the latent heart rate time series consists of two main components: unsupervised clustering followed by Bayesian regression. The clustering component uses auxiliary data to learn the structure of outliers and noise bursts. The subsequent Gaussian process regression model uses the cluster assignments as prior information and incorporates expert knowledge about the physiology of the heart. We apply the method to a wide range of heart rate data and obtain convincing predictions along with uncertainty estimates. In a quantitative comparison with existing postprocessing methodology, our model achieves a significant increase in performance.