Results 271 to 280 of about 109,308 (284)

Conjugate Priors for Exponential Families Having Quadratic Variance Functions

Journal of the American Statistical Association, 1992
Abstract Consider a natural exponential family parameterized by θ. It is well known that the standard conjugate prior on θ is characterized by a condition of posterior linearity for the expectation of the model mean parameter μ. Often, however, this family is not parameterized in terms of θ but rather in terms of a more usual parameter, such at the ...
G. Consonni, VERONESE, PIERO
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Conjugate priors for Gaussian emission plsa recommender systems

2016 24th European Signal Processing Conference (EUSIPCO), 2016
Collaborative filtering for recommender systems seeks to learn and predict user preferences for a collection of items by identifying similarities between users on the basis of their past interest or interaction with the items in question. In this work, we present a conjugate prior regularized extension of Hofmann's Gaussian emission probabilistic ...
Andreas Jakobsson, Magnus Orn Berg, Soren Vang Andersen, Johan Sward, Stefan Ingi Adalbjörnsson   +4 more
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Conjugate Exponential Family Priors For Exponential Family Likelihoods

Statistics, 1993
General classes of conjugate exponential family priors are identified for exponential family likelihoods. Both joint and conditional specification of the priors are discussed. The normal and inverse Gaussian cases provide illustrations.
Enrique Castillo, José María Sarabia, Barry C. Arnold   +2 more
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Bayesian analysis in multivariate regression models with conjugate priors

Statistics, 2013
In this paper, we consider the full rank multivariate regression model with matrix elliptically contoured distributed errors. We formulate a conjugate prior distribution for matrix elliptical models and derive the posterior distributions of mean and scale matrices. In the sequel, some characteristics of regression matrix parameters are also proposed.
Mohammad Arashi, Hashem Salarzadeh Jenatabadi, Anis Iranmanesh, Mina Norouzirad   +3 more
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Pseudo-conjugated prior distribution for parametric ALT model

2011 Proceedings - Annual Reliability and Maintainability Symposium, 2011
Common problems of high reliability computing are, on on e hand, the magnitude of total testing time required, particularly in the case of high reliability components and, on the other hand, the number of devices under test. In both cases, the objective is to minimize the costs involved in testing without reducing the quality of the data obtained.
Sorin Voiculescu, Fabrice Guerin
openaire   +2 more sources

ANALYSIS OF SEQUENTIAL MONITORING SCHEMES USING NATURAL CONJUGATE PRIORS

International Journal of Reliability, Quality and Safety Engineering, 2010
The complexity of modern manufacturing underscores the need for improved control strategies for these systems. We formulate a Bayesian attribute sequential monitoring plan useful for adaptive control of a production process. The Bayesian framework is based on natural informative conjugate priors that provide an optimal adjustment interval k in response
Okogbaa, OG, Devarakonda, L, Otieno, W, ALBINO, Vito   +3 more
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Conditionally Reducible Natural Exponential Families and Enriched Conjugate Priors

Scandinavian Journal of Statistics, 2001
Consider a standard conjugate family of prior distributions for a vector‐parameter indexing an exponential family. Two distinct model parameterizations may well lead to standard conjugate families which are not consistent, i.e. one family cannot be derived from the other by the usual change‐of‐variable technique.
G. CONSONNI, VERONESE, PIERO
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Conjugate priors and variable selection for Bayesian quantile regression

Computational Statistics & Data Analysis, 2013
Bayesian variable selection in quantile regression models is often a difficult task due to the computational challenges and non-availability of conjugate prior distributions. These challenges are rarely addressed via either penalized likelihood function or stochastic search variable selection.
Rahim Alhamzawi, Keming Yu
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Standardized posterior mode for the flexible use of a conjugate prior

Journal of Statistical Planning and Inference, 2005
The posterior mode under the standardized prior density is proposed to estimate a mean (vector) parameter, and its potential usefulness is discussed. Priors in this study include a conjugate prior and its generalized forms. When a prior density is factored into the standardized prior density and the supporting measure density, our suggestion is to ...
Toshio Ohnishi, Takemi Yanagimoto
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LOCAL AND GLOBAL ROBUSTNESS WITH CONJUGATE AND SPARSITY PRIORS [PDF]

Statistica Sinica, 2020
Paul Marriott, Vahed Maroufy
openaire   +1 more source