Bayesian functional data analysis over dependent regions and its application for identification of differentially methylated regions

We consider a Bayesian functional data analysis for observations measured as extremely long sequences. Splitting the sequence into several small windows with manageable lengths, the windows may not be independent especially when they are neighboring each other. We propose to utilize Bayesian smoothing splines to estimate individual functional patterns within each window and to establish transition models for parameters involved in each window to address the dependence structure between windows. The functional difference of groups of individuals at each window can be evaluated by the Bayes factor based on Markov Chain Monte Carlo samples in the analysis. In this paper, we examine the proposed method through simulation studies and apply it to identify differentially methylated genetic regions in TCGA lung adenocarcinoma data.