Physical Sciences and Mathematics Commons^™

Wavelet-Based Functional Mixed Model Analysis: Computational Considerations, Richard C. Herrick, Jeffrey S. Morris

Jeffrey S. Morris

Wavelet-based Functional Mixed Models is a new Bayesian method extending mixed models to irregular functional data (Morris and Carroll, JRSS-B, 2006). These data sets are typically very large and can quickly run into memory and time constraints unless these issues are carefully dealt with in the software. We reduce runtime by 1.) identifying and optimizing hotspots, 2.) using wavelet compression to do less computation with minimal impact on results, and 3.) dividing the code into multiple executables to be run in parallel using a grid computing resource. We discuss rules of thumb for estimating memory requirements and computation times in …