A Bayesian Multivariate Functional Dynamic Linear Model

A Bayesian Multivariate Functional Dynamic Linear Model

Neyman Seminar
Jan 25, 2017, 04:00 PM - 05:00 PM | 1011 Evans Hall | Happening As Scheduled
Daniel Kowal, Cornell University
I will 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...