A reduced-rank mixed effects model is developed for robust modeling of sparsely observed paired functional data. In this model, the curves for each functional variable are summarized using a few functional principal components, and the association of the two functional variables is modeled through the association of the principal component scores. Multivariate scale mixture of normal distributions is used to model the principal component scores and the measurement errors in order to handle outlying observations and achieve robust inference. The mean functions and principal component functions are modeled using splines and roughness penalties are applied to avoid overfitting. An EM algorithm is developed for computation of model fitting and prediction. A simulation study shows that the proposed method outperforms an existing method which is not designed for robust estimation. The effectiveness of the proposed method is illustrated in an application of fitting multi-band light curves of Type Ia supernovae.
翻译:为了对观测很少的对齐功能数据进行稳健的建模,正在开发一个降级混合效应模型。在这个模型中,每个功能变量的曲线都使用几个功能性主要组成部分进行总结,而两个功能变量的结合则通过主组成部分分的组合进行建模。正常分布的多变比例组合用于模拟主组成部分分数和测量误差,以便处理外围观察并实现稳健的推算。平均函数和主要组成部分功能采用样条和粗糙罚款进行建模,以避免过度安装。为计算模型的安装和预测开发了EM算法。模拟研究表明,拟议方法优于现有方法,而该方法的设计不是为了进行稳健的估计。拟议方法的有效性在应用适合Ia型超新星的多波段光曲线时加以说明。