We propose a novel class of prior distributions for sequences of orthogonal functions, which are frequently required in various statistical models such as functional principal component analysis (FPCA). Our approach constructs priors sequentially by imposing adaptive orthogonality constraints through a hierarchical formulation of conditionally normal distributions. The orthogonality is controlled via hyperparameters, allowing for flexible trade-offs between exactness and smoothness, which can be learned from the observed data. We illustrate the properties of the proposed prior and show that it leads to nearly orthogonal posterior estimates. The proposed prior is employed in Bayesian FPCA, providing more interpretable principal functions and efficient low-rank representations. Through simulation studies and analysis of human mobility data in Tokyo, we demonstrate the superior performance of our approach in inducing orthogonality and improving functional component estimation.
翻译:本文提出了一类适用于正交函数序列的新型先验分布,该类分布在函数型主成分分析(FPCA)等多种统计模型中具有广泛需求。我们的方法通过分层构建条件正态分布,以自适应正交性约束的方式顺序地构造先验分布。正交性通过超参数进行调控,从而在精确性与平滑性之间实现灵活权衡,且该权衡可从观测数据中学习得到。我们阐释了所提先验分布的特性,并证明其能够产生近似正交的后验估计。该先验分布被应用于贝叶斯FPCA中,从而得到更具可解释性的主函数与高效的低秩表示。通过对东京市人类活动数据的仿真研究与实证分析,我们验证了该方法在诱导正交性与改进函数型分量估计方面的优越性能。