Results 21 to 30 of about 64,632 (290)
Adaptive posterior contraction rates for the horseshoe [PDF]
, 2017 We investigate the frequentist properties of Bayesian procedures for estimation based on the horseshoe prior in the sparse multivariate normal means model.
Szabó, Botond +2 more
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Make the most of your samples : Bayes factor estimators for high-dimensional models of sequence evolution [PDF]
, 2013 Background: Accurate model comparison requires extensive computation times, especially for parameter-rich models of sequence evolution. In the Bayesian framework, model selection is typically performed through the evaluation of a Bayes factor, the ratio ...
Baele, Guy +2 more
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Bayes and Non-Bayes Estimation Methods for the Parameter of Maxwell-Boltzmann Distribution
مجلة بغداد للعلوم, 2017 In this paper, point estimation for parameter ? of Maxwell-Boltzmann distribution has been investigated by using simulation technique, to estimate the parameter by two sections methods; the first section includes Non-Bayesian estimation methods, such as (
Baghdad Science Journal
doaj +1 more source
Estimation in the Koziol-Green Model Using a Gamma Process Prior
Austrian Journal of Statistics, 2016 The paper deals with nonparametric Bayes estimators in the Koziol-Green model of random censorship. A gamma process is assumed as a prior distribution for cumulative hazard rate and the Bayes estimator incorporating the proportional hazards censorship ...
Michal Friesl
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Intrinsic Bayesian estimation of linear time series models
Statistical Theory and Related Fields, 2021 Intrinsic loss functions (such as the Kullback–Leibler divergence, i.e. the entropy loss) have been used extensively in place of conventional loss functions for independent samples. But applications in serially correlated samples are scant.
Shawn Ni, Dongchu Sun
doaj +1 more source
The Annals of Statistics, 1978 Let $x_1, \cdots, x_n$ be i.i.d. random variables with a distribution depending on the real parameter. Under what conditions is a generalized Bayes estimator independent of the choice of the even loss function? The known answer to this question is that this independence holds if the posterior density is symmetric and unimodal.
openaire +3 more sources
Statistical Inference for Lindley Model based on Type II Censored Data [PDF]
Journal of Statistical Theory and Applications (JSTA), 2017 In this paper, the moment-based, maximum likelihood and Bayes estimators for the unknown parameter of the Lindley model based on Type II censored data are discussed.
A. Asgharzadeh +3 more
doaj +1 more source
The Scientific World Journal, 2014 The estimation of the parameters of Burr type III distribution based on dual generalized order statistics is considered by using the maximum likelihood (ML) approach as well as the Bayesian approach.
Chansoo Kim, Woosuk Kim
doaj +1 more source
, 2010 This paper considers estimation of the predictive density for a normal linear model with unknown variance under alpha-divergence loss for -1
Maruyama, Yuzo, Strawderman, William E.
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Adaptive Monotone Shrinkage for Regression [PDF]
, 2015 We develop an adaptive monotone shrinkage estimator for regression models with the following characteristics: i) dense coefficients with small but important effects; ii) a priori ordering that indicates the probable predictive importance of the features.
Foster, Dean, Ma, Zhuang, Stine, Robert
core