Bayesian Estimation for the Extended t-process Regression Models with Independent Errors

Abstract

The extended t-process regression model is developed to robustly model functional data with outlier functional curves. This paper applies Bayesian estimation to propose an estimation procedure for the model with independent errors. A Monte Carlo EM method is built to estimate parameters involved in the model. Simulation studies and real examples show the proposed method performs well against outliers.

Keywords

Extended t-process regression / Functional data / Robustness / Monte Carlo EM algorithm

Funding

Anhui Provincial Natural Science Foundation(1908085MA06)

National Natural Science Foundation of China(11471302)