Robust probabilistic classification applicable to irregularly sampled functional data

Yeonjoo Park and Douglas G. Simpson

Computational Statistics & Data Analysis, 2019, vol. 131, issue C, 37-49

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 estimate 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. Run-time experiments on the R implementation indicate that the proposed method scales well computationally. Illustrative applications include data from quantitative ultrasound analysis and phoneme recognition.

Keywords: Bayes classifier; Mixed effects model; Probabilistic classification; Robustness; t-model (search for similar items in EconPapers)
Date: 2019
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:csdana:v:131:y:2019:i:c:p:37-49

DOI: 10.1016/j.csda.2018.08.001

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