Paper Search Console

Home Search Page About Contact

Journal Title

Title of Journal: Comput Stat

Search In Journal Title:

Abbravation: Computational Statistics

Search In Journal Abbravation:

Publisher

Springer-Verlag

Search In Publisher:

DOI

10.1007/s11276-009-0195-9

Search In DOI:

ISSN

1613-9658

Search In ISSN:
Search In Title Of Papers:

A note on the prior parameter choice in finite mix

Authors: M J Rufo J Martín C J Pérez
Publish Date: 2010/03/07
Volume: 25, Issue: 3, Pages: 537-550
PDF Link

Abstract

This work presents a new scheme to obtain the prior distribution parameters in the framework of Rufo et al Comput Stat 21621–637 2006 Firstly an analytical expression of the proposed Kullback–Leibler divergence is derived for each distribution in the considered family Therefore no previous simulation technique is needed to estimate integrals and thus the error related to this procedure is avoided Secondly a global optimization algorithm based on interval arithmetic is applied to obtain the prior parameters from the derived expression The main advantage by using this approach is that all solutions are found and rightly bounded Finally an application comparing this strategy with the previous one illustrates the proposal

Keywords:

References

.
Search In Abstract Of Papers:
Other Papers In This Journal:
  1. Bayesian lasso binary quantile regression
  2. Determining p -values for systems cointegration tests with a prior adjustment for deterministic terms
  3. GEVA: geometric variability-based approaches for identifying patterns in data
  4. Learning vector quantization classifiers for ROC-optimization
  5. Parameter cascades and profiling in functional data analysis
  6. Confidence intervals for the regression parameter based on weighted log-rank estimating functions
  7. Biomarker discovery: classification using pooled samples
  8. Bayesian model selection approach to the one way analysis of variance under homoscedasticity
  9. Improving efficiency of data augmentation algorithms using Peskun’s theorem
  10. Multivariate elliptically contoured stable distributions: theory and estimation
  11. Implied Trinomial Trees and Their Implementation with XploRe
  12. On testing the log-gamma distribution hypothesis by bootstrap
  13. Bayesian model-based tight clustering for time course data
  14. Smoothing combined generalized estimating equations in quantile partially linear additive models with longitudinal data
  15. A generalized log-normal distribution and its goodness of fit to censored data
  16. A primer on disease mapping and ecological regression using $${\texttt{INLA}}$$
  17. The Monte Carlo EM method for estimating multinomial probit latent variable models
  18. Integrated likelihood computation methods
Search Result: