An empirical Bayes estimation problem

نویسندگان

چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Empirical Bayes Estimation in Nonstationary Markov chains

Estimation procedures for nonstationary Markov chains appear to be relatively sparse. This work introduces empirical  Bayes estimators  for the transition probability  matrix of a finite nonstationary  Markov chain. The data are assumed to be of  a panel study type in which each data set consists of a sequence of observations on N>=2 independent and identically dis...

متن کامل

Empirical Bayes Estimation of Reliability

Assessment of the reliability of various types of equipment relies on statistical inference about characteristics of reliability such as reliability function, mean lifetime of the devices, or failure rate. General techniques of statistical inference (estimation and hypotheses testing) are reviewed in Estimation; Least-Squares Estimation; Maximum Likelihood; Nonparametric Tests; Hypothesis Testi...

متن کامل

Empirical Bayes Least Squares Estimation without an Explicit Prior

Bayesian estimators are commonly constructed using an explicit prior model. In many applications, one does not have such a model, and it is difficult to learn since one does not have access to uncorrupted measurements of the variable being estimated. In many cases however, including the case of contamination with additive Gaussian noise, the Bayesian least squares estimator can be formulated di...

متن کامل

Empirical Bayes and Full Bayes for Signal Estimation

We consider signals that follow a parametric distribution where the parameter values are unknown. To estimate such signals from noisy measurements in scalar channels, we study the empirical performance of an empirical Bayes (EB) approach and a full Bayes (FB) approach. We then apply EB and FB to solve compressed sensing (CS) signal estimation problems by successively denoising a scalar Gaussian...

متن کامل

An Improved Bayes Empirical Bayes Estimator

Consider an experiment yielding an observable random quantity X whose distribution Fθ depends on a parameter θ with θ being distributed according to some distribution G0. We study the Bayesian estimation problem of θ under squared error loss function based on X, as well as some additional data available from other similar experiments according to an empirical Bayes structure. In a recent paper,...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Proceedings of the National Academy of Sciences

سال: 1980

ISSN: 0027-8424,1091-6490

DOI: 10.1073/pnas.77.12.6988