Fast Bayesian Functional Principal Components Analysis

Joseph Sartini1, Xinkai Zhou1, Elizabeth Selvin2

  • 1Department of Biostatistics, Johns Hopkins University, Baltimore, MD.

Journal of Computational and Graphical Statistics : a Joint Publication of American Statistical Association, Institute of Mathematical Statistics, Interface Foundation of North America
|April 8, 2026
PubMed
Summary

We introduce FAST, a fully-Bayesian Functional Principal Components Analysis (FPCA) method. FAST improves stability and performance in dimension reduction for functional data by accounting for estimation uncertainty.

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