Estimation and posterior distributions
Rates of convergence for the posterior distributions of mixtures of Betas and adaptive nonparametric estimation of the density.
... the posterior distributions under specific types of priors corresponding to different mixtures of ...a posterior rate of concentration when the scale parameter of the Betas is fixed (depending on n) ...
39
Convergence rates of posterior distributions for noniid observations
... of posterior distributions and Bayes estimators based on observations which are required to be neither indepen- dent nor identically ...the posterior measure relative to distances derived from a ...
32
On the use of i-vector posterior distributions in Probabilistic Linear Discriminant Analysis
... for this evaluation. These results clearly show that although the Asymmetric FP–PLDA introduces some approximations, it is still able to outperform standard PLDA in most of the conditions. In particular, it gains for ...
13
Validation of Bayesian posterior distributions using a multidimensional Kolmogorov-Smirnov test
... a posterior distribution in the (θ s , Y tot )-space is ob- tained for each ...parameter estimation in each cluster, rather than the selection of the cluster ...
16
Inferentially Valid, Partially Synthetic Data: Generating from Posterior Predictive Distributions not Necessary
... from posterior predictive ...their posterior distributions, and generates a set of replacement values based on each parameter ...from posterior predictive distributions derives from ...
8
Estimation of genotype distributions and posterior genotype probabilities for beta-mannosidosis in Salers cattle.
... T h e effects of this reduction in variance on the pos- terior probabilities of carrier genotype for animals of differing gender, age, carrier status and number of repe[r] ...
14
Statistically Dual Distributions and Estimation
... prior distributions is said to be conjugate for the family F if the posterior distribution of θ is in the family Π for all f ∈ F , all priors π ∈Π and all possible data ...
6
Bayesian Entropy Estimation for Countable Discrete Distributions
... discrete distributions, and has found major applications in Bayesian non-parametric statistics and machine ...entropy estimation, due to the fact that moments of the induced posterior distribution ...
36
Closed-skew Distributions: Simulation, Inversion and Parameter Estimation
... the posterior distribution of x is found as described in Section ...the posterior done by an approximation, since they are not able to generate from the full posterior ...
90
Posterior Consistency in Conditional Density Estimation by Covariate Dependent Mixtures
... Introduction. Estimation of conditional distributions is an important problem in em- pirical ...conditional distributions of interest can be obtained as a byprod- uct of the joint distribution ...is ...
37
Suspect-adapted MAP estimation of within-source distributions in generative likelihood ratio estimation
... pect and no other individual is the author of the questioned recording. In [4] a different approach is proposed, namely Within-source Degradation Prediction (WDP). This technique combines suspect target scores with ...
6
On rates of convergence for posterior distributions in infinite–dimensional models.
... of posterior distributions Π n is said to be Hellinger consistent at f 0 , if the posterior mass on sets of the type A ε := {f : h(f, f 0 ) > ε} becomes negligible as the sample size n ...
17
Asymptotic normality of posterior distributions for generalized linear mixed models
... for the random effects. Agresti et al. [1] suggested comparing results from both parametric and nonparametric methods, arguing that a substantial discrepancy between the two analyses indicates model misspecification. ...
12
Indirect estimation of elliptical stable distributions
... 1 Introduction The modelling of multivariate financial time series has emerged as a pole of attention among researchers and practitioners. Typically, the assumptions underlying multivariate time series modelling refer to ...
29
Properties of Future Lifetime Distributions and Estimation
... different distributions of X and explore the Maximum Likelihood Estimation (MLE) for uncensored and cen- sored ...The distributions chosen for X are Gompertz, exponential, Weibull, Pareto Type I, ...
19
Problems in limit theory for martingales and posterior distributions from stochastic processes
... consistent estimators. His results are valid for the joint distribution of the parameter 0 and the observations Xi,...,Xn, • . •, and as such do not lead directly to conclusions valid for each individual 0-value, such as ...
108
Implied probability distributions : estimation, testing and applications
... To this end, the present work initially develops the general theoretical framework and the numerical algorithm for the estimation of implied risk-neutral densities of the Edgeworth Se[r] ...
218
Imputation vs Estimation of Finite Population Distributions
... the distributions of these variables for NES respondents providing values for both, as well as for respondents that provide values for X ...marginal distributions of Y and X for a subset of the NES ...
25
The Stochastic Error Rate Estimation of Prediction Distributions
... The estimation of claims reserves is usually done by applying techniques called IBNR techniques within a stochastic ...prediction distributions by using the stochastic model proposed in ...
6
Maximum Likelihood Estimation of Feature Based Distributions
... ML estimation of the probability of T (q, σ) is obtained by dividing the number of times this transition is used in parsing the sample S by the number of times state q is encountered in the pars- ing of S ...ML ...
10