Bayesian Wavelet Regression on Curves With Application to a Spectroscopic Calibration Problem

  title={Bayesian Wavelet Regression on Curves With Application to a Spectroscopic Calibration Problem},
  author={Philip. J. Brown},
Motivated by calibration problems in near-infrared (NIR) spectroscopy, we consider the linear regression setting in which the many predictor variables arise from sampling an essentially continuous curve at equally spaced points and there may be multiple predictands. We tackle this regression problem by calculating the wavelet transforms of the discretized curves, then applying a Bayesian variable selection method using mixture priors to the multivariate regression of predictands on wavelet coef… CONTINUE READING
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