BAMIFun: Bayesian Multiple Imputation for Functional Data

TL;DR

BAMIFun introduces a Bayesian multiple imputation framework for functional data, improving imputation accuracy and inference reliability in datasets with missing, irregular, or sparse observations.

Contribution

The paper develops a novel Bayesian low-rank and tensor-based imputation method for functional data, extending existing approaches to multiway data with uncertainty quantification.

Findings

BAMIFun achieves more accurate imputation than existing methods.

It provides better coverage and reliable inference in simulations.

Case studies demonstrate practical advantages under severe missingness.

Abstract

Missing data are pervasive in modern functional datasets, where trajectories are often sparsely or irregularly observed. Although Functional Principal Component Analysis (FPCA) is widely used to reconstruct incomplete curves, existing FPCA-based approaches typically employ single imputation, leading to overly optimistic inferences in downstream analyses. To address these challenges, we develop a novel Bayesian multiple imputation framework for functional data (BAMIFun). For single-level functional data, we impose a Bayesian low-rank model that incorporates penalized spline representations to enforce smoothness of eigenfunctions and derive an efficient Gibbs sampler algorithm for posterior computation. In addition, we demonstrate and validate how to properly account for the estimation uncertainties in downstream analysis. Furthermore, we extend the framework to multiway functional data using a low-rank Functional Tensor Singular Value Decomposition (FTSVD) model, enabling Bayesian multiple imputation in settings not supported by existing methods. Simulation studies show that, compared to existing methods, BAMIFun achieves accurate imputation while providing substantially improved coverage and more reliable downstream inference. Case studies using a physical activity dataset and an infant gut microbiome dataset further demonstrate the practical advantages of our proposed methods under severe missingness. Code for our algorithms is available at https://github.com/ZirenJiang/BAMIFun.