2015년 제1회 통계세미나 개최 안내
통계연구소에서는 다음과 같이 통계 세미나를 개최하오니 많은 참여 바랍니다.
일시: 2015년 3월 23일 (월) 오후 5시
장소: 고려대학교 정경관 201호
연사: Jian Q Shi (University of Newcastle, UK)
Generalized Gaussian Process Regression Model for
Non-Gaussian Functional Data
In this talk I will discuss a generalized Gaussian process concurrent regression model for functional data where the functional response variable has a binomial, Poisson or other non-Gaussian distribution from an exponential family while the covariates are mixed functional and scalar variables. The proposed model offers a nonparametric generalized concurrent regression method for functional data with multi-dimensional covariates, and provides a natural framework on modeling common mean structure and covariance structure simultaneously for repeatedly observed functional data. The mean structure provides an overall information about the observations, while the covariance structure can be used to catch up the characteristic of each individual batch. The prior specification of covariance kernel enables us to accommodate a wide class of nonlinear models. The definition of the model, the inference and the implementation as well as its asymptotic properties will be discussed. I will also present several numerical examples with different non-Gaussian response variables.
고려대학교 통계연구소