Suchergebnisse

We provide a prior distribution for a functional parameter so that its trajectories are smooth and vanish on a given subset. This distribution can be interpreted as the distribution of an initial Gaussian process conditioned to be zero on a given subset. Precisely, we show that the initial Gaussian process is the sum of the conditioned process and an independent process with probability one and that all the processes have the same almost sure regularity. This prior distribution is use to provide an interpretable estimate of the coefficient function in the linear scalar‐on‐function regression; by interpretable, we mean a smooth function that may possibly be zero on some intervals. We apply our model in a simulation and real case studies with two different priors for the null region of the coefficient function. In one case, the null region is known to be an unknown single interval. In the other case, it can be any unknown unions of intervals.