Results 151 to 160 of about 4,352 (182)

A Bayesian Model for Markov Chains via Jeffrey's Prior

Communications in Statistics - Theory and Methods, 2003
This work deals with the problem of Bayesian estimation of the transition probabilities associated with multistate Markov chain. The model is based on the Jeffreys' noninformative prior. The Bayesian estimator is approximated by means of MCMC techniques. A numerical study by simulation is done in order to compare the Bayesian estimator with the maximum
S. Assoudou, B. Essebbar
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Fractional Cointegration: Bayesian Inferences Using a Jeffreys Prior

1997
The concept of fractional cointegration, whereby deviations from an equilibrium relationship follow a fractionally integrated process, has attracted some attention of late. The extended concept allows cointegration to be associated with mean reversion in the error, rather than requiring the more stringent condition of stationarity.
Martin, Gael M., Martin, Gael M.
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Bias reduction, the Jeffreys prior and GLIM

1992
In full exponential-family models, such as generalized linear models with canonical link, use of the Jeffreys invariant prior as a penalty function removes the leading term from the asymptotic bias of maximum likelihood estimates. In Poisson log linear and binomial logistic linear models, the posterior mode can be calculated using the standard ...
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On Jeffreys Prior when Using the Exact Likelihood Function

Econometric Theory, 1994
In this paper, we calculate Jeffreys prior for an AR(1) process with and without a constant and a time trend when using the exact likelihood function. We show how this prior can be calculated for the explosive region, even though the unconditional variance of the process is infinite. The calculations lend additional support to the Schotman-van Dijk [6]
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Quantum Jeffreys prior for displaced squeezed thermal states

Journal of Physics A: Mathematical and General, 1999
Summary: It is known that, by extending the equivalence of the Fisher information matrix to its quantum version, the Bures metric, the quantum Jeffreys prior can be determined from the volume element of the Bures metric. The authors compute the Bures metric for the displaced squeezed thermal state and analyse the quantum Jeffreys prior and its marginal
Kwek, L.C., Oh, C.H., Wang, X.-B.
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A Characterization of Jeffreys’ Prior with Its Implications to Likelihood Inference

2020
A characterization of Jeffreys’ prior for a parameter of a distribution in the exponential family is given by the asymptotic equivalence of the posterior mean of the canonical parameter to the maximum likelihood estimator. A promising role of the posterior mean is discussed because of its optimality property.
Takemi Yanagimoto, Toshio Ohnishi
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Does Jeffrey's prior alleviate the incidental parameter problem?

Economics Letters, 2004
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Hyperspectral image segmentation using FSMLR with Jeffreys prior

2009
The segmentation of satellite images is a valuable tool to obtain useful information about the spatial distribution of different land cover types. The use of segmentation algorithms instead of the traditional pixel-by-pixel classifiers used to produce land cover maps results on images that exhibit a more homogeneous distribution of classes, showing the
Borges J.S., Marçal A.R.S., Bioucas-Dias J.M.   +2 more
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On Bayesian Analysis of Generalized Linear Models Using Jeffreys's Prior

Journal of the American Statistical Association, 1991
Abstract Generalized linear models (GLM's) have proved suitable for modeling various kinds of data consisting of exponential family response variables with covariates. Bayesian analysis of such data requires specification of a prior for the regression parameters in the model used.
Joseph G. Ibrahim, Purushottam W. Laud
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The use of Jeffreys priors for the Student-tdistribution

Journal of Statistical Computation and Simulation, 2012
The Jeffreys-rule prior and the marginal independence Jeffreys prior are recently proposed in Fonseca et al. [Objective Bayesian analysis for the Student-t regression model, Biometrika 95 (2008), pp. 325–333] as objective priors for the Student-t regression model.
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