Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: A Bayesian Multivariate Functional Dynamic Linear Model   We present a Bayesian approach for modeling multivariate, dependent
functional data. To account for the three dominant structural features in the
data--functional, time dependent, and multivariate components--we extend
hierarchical dynamic linear models for multivariate time series to the
functional data setting. We also develop Bayesian spline theory in a more
general constrained optimization framework. The proposed methods identify a
time-invariant functional basis for the functional observations, which is
smooth and interpretable, and can be made common across multivariate
observations for additional information sharing. The Bayesian framework permits
joint estimation of the model parameters, provides exact inference (up to MCMC
error) on specific parameters, and allows generalized dependence structures.
Sampling from the posterior distribution is accomplished with an efficient
Gibbs sampling algorithm. We illustrate the proposed framework with two
applications: (1) multi-economy yield curve data from the recent global
recession, and (2) local field potential brain signals in rats, for which we
develop a multivariate functional time series approach for multivariate
time-frequency analysis. Supplementary materials, including R code and the
multi-economy yield curve data, are available online.

31
The categories of this paper are: ao-sci
20
The categories of this paper are: acc-phys
6
The categories of this paper are: astro-ph
18
The categories of this paper are: econ
33
The categories of this paper are: plasm-ph
4
The categories of this paper are: cond-mat
12
The categories of this paper are: nucl-th
2
The categories of this paper are: math
22
The categories of this paper are: chao-dyn
36
The categories of this paper are: cmp-lg
7
The categories of this paper are: hep-th
11
The categories of this paper are: hep-lat
35
The categories of this paper are: mtrl-th
0
The categories of this paper are: hep-ph
8
The categories of this paper are: hep-ex
21
The categories of this paper are: adap-org