Results 11 to 20 of about 28,569 (299)

Reference priors for discrete graphical models [PDF]

open access: yesBiometrika, 2006
SUMMARY The combination of graphical models and reference analysis represents a powerful tool for Bayesian inference in highly multivariate settings. It is typically difficult to derive reference priors in complex problems. In this paper we present a suitable mixed para meterisation for a discrete decomposable graphical model and derive the ...
Consonni, Guido, Leucari, Valentina
openaire   +6 more sources

Model Inference with Reference Priors

open access: yes, 2011
We describe the application of model inference based on reference priors to two concrete examples in high energy physics: the determination of the CKM matrix parameters rhobar and etabar and the determination of the parameters m_0 and m_1/2 in a simplified version of the CMSSM SUSY model. We show how a 1-dimensional reference posterior can be mapped to
Pierini, Maurizio   +3 more
openaire   +3 more sources

Parametrizations and reference priors for multinomial decomposable graphical models

open access: yesJournal of Multivariate Analysis, 2012
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Consonni, Guido, Massam, Helene
openaire   +4 more sources

Learning Likelihood-Free Reference Priors.

open access: yes
Simulation modeling offers a flexible approach to constructing high-fidelity synthetic representations of complex real-world systems. However, the increased complexity of such models introduces additional complications, for example when carrying out statistical inference procedures.
Bishop, N   +4 more
openaire   +4 more sources

BVAR: Bayesian Vector Autoregressions with Hierarchical Prior Selection in R

open access: yesJournal of Statistical Software, 2021
Vector autoregression (VAR) models are widely used for multivariate time series analysis in macroeconomics, finance, and related fields. Bayesian methods are often employed to deal with their dense parameterization, imposing structure on model ...
Nikolas Kuschnig, Lukas Vashold
doaj   +1 more source

Approximate reference priors for Gaussian random fields [PDF]

open access: yesScandinavian Journal of Statistics, 2022
AbstractReference priors are theoretically attractive for the analysis of geostatistical data since they enable automatic Bayesian analysis and have desirable Bayesian and frequentist properties. But their use is hindered by computational hurdles that make their application in practice challenging.
Victor De Oliveira, Zifei Han
openaire   +2 more sources

The Bayes Estimators of the Variance and Scale Parameters of the Normal Model With a Known Mean for the Conjugate and Noninformative Priors Under Stein’s Loss

open access: yesFrontiers in Big Data, 2022
For the normal model with a known mean, the Bayes estimation of the variance parameter under the conjugate prior is studied in Lehmann and Casella (1998) and Mao and Tang (2012).
Ying-Ying Zhang   +5 more
doaj   +1 more source

Objective bayesian analysis for multiple repairable systems.

open access: yesPLoS ONE, 2021
This article focus on the analysis of the reliability of multiple identical systems that can have multiple failures over time. A repairable system is defined as a system that can be restored to operating state in the event of a failure.
Amanda M E D'Andrea   +8 more
doaj   +1 more source

Hellinger Information Matrix and Hellinger Priors

open access: yesEntropy, 2023
Hellinger information as a local characteristic of parametric distribution families was first introduced in 2011. It is related to the much older concept of the Hellinger distance between two points in a parametric set.
Arkady Shemyakin
doaj   +1 more source

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