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适用于不规则采样功能数据的稳健概率分类。

Robust probabilistic classification applicable to irregularly sampled functional data.

作者信息

Park Yeonjoo, Simpson Douglas G

机构信息

Department of Statistics, University of Illinois at Urbana-Champaign, 725 S Wright St., Champaign, IL 61820, USA.

出版信息

Comput Stat Data Anal. 2019 Mar;131:37-49. doi: 10.1016/j.csda.2018.08.001. Epub 2018 Aug 11.

Abstract

A robust probabilistic classifier for functional data is developed to predict class membership based on functional input measurements and to provide a reliable probability estimates for class membership. The method combines a Bayes classifier and semi-parametric mixed effects model with robust tuning parameter to make the method robust to outlying curves, and to improve the accuracy of the risk or uncertainty estimates, which is crucial in medical diagnostic applications. The approach applies to functional data with varying ranges and irregular sampling without making parametric assumptions on the within-curve covariance. Simulation studies evaluate the proposed method and competitors in terms of sensitivity to heavy tailed functional distributions and outlying curves. Classification performance is evaluated by both error rate and logloss, the latter of which imposes heavier penalties on highly confident errors than on less confident errors. Runtime experiments on the R implementation indicate that the proposed method scales well computationally. Illustrative applications include data from quantitative ultrasound analysis and phoneme recognition.

摘要

开发了一种用于功能数据的稳健概率分类器,以基于功能输入测量来预测类别成员资格,并为类别成员资格提供可靠的概率估计。该方法将贝叶斯分类器和半参数混合效应模型与稳健的调优参数相结合,使该方法对异常曲线具有稳健性,并提高风险或不确定性估计的准确性,这在医学诊断应用中至关重要。该方法适用于具有不同范围和不规则采样的功能数据,而无需对曲线内协方差进行参数假设。模拟研究在对重尾功能分布和异常曲线的敏感性方面评估了所提出的方法和竞争对手。通过错误率和对数损失来评估分类性能,后者对高度置信的错误施加的惩罚比重度置信的错误更重。对R实现的运行时实验表明,所提出的方法在计算上具有良好的扩展性。示例应用包括来自定量超声分析和音素识别的数据。

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