Predictive Distributions and the Transition from Sparse to Dense Functional Data

Gaussian distributed sparsely sampled longitudinal data can be represented as Gaussian distributions of their functional principal component scores, conditional on the available data.Since these conditional distribu-tions reflect the entire information available about these scores and therefore about the unknown trajectories that constitute the realizations of the stochastic process that generates the functional data, they are referred to as predictive distributions.This motivates a deeper inves