منابع مشابه
1 Bayesian computational methods
If, in the mid 1980’s, one had asked the average statistician about the difficulties of using Bayesian Statistics, his/her most likely answer would have been “Well, there is this problem of selecting a prior distribution and then, even if one agrees on the prior, the whole Bayesian inference is simply impossible to implement in practice!” The same question asked in the 21th Century does not pro...
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Title of dissertation: THE BAYESIAN AND APPROXIMATE BAYESIAN METHODS IN SMALL AREA ESTIMATION Santanu Pramanik, Doctor of Philosophy, 2008 Dissertation directed by: Professor Partha Lahiri Joint Program in Survey Methodology For small area estimation, model based methods are preferred to the traditional design based methods because of their ability to borrow strength from related sources. The i...
متن کاملParameter inference in small world network disease models with approximate Bayesian Computational methods
Small world network models have been effective in capturing the variable behaviour of reported case data of the SARS coronavirus outbreak in Hong Kong during 2003. Simulations of thesemodels have previously been realized using informed ‘‘guesses’’ of the proposedmodel parameters and tested for consistencywith the reported data by surrogate analysis. In this paper we attempt to provide statistic...
متن کاملWhy approximate Bayesian computational (ABC) methods cannot handle model choice problems
Approximate Bayesian computation (ABC), also known as likelihood-free methods, have become a favourite tool for the analysis of complex stochastic models, primarily in population genetics but also in financial analyses. We advocated in Grelaud et al. (2009) the use of ABC for Bayesian model choice in the specific case of Gibbs random fields (GRF), relying on a sufficiency property mainly enjoye...
متن کاملComputational methods for Bayesian model choice
In this note, we shortly survey some recent approaches on the approximation of the Bayes factor used in Bayesian hypothesis testing and in Bayesian model choice. In particular, we reassess importance sampling, harmonic mean sampling, and nested sampling from a unified perspective.
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ژورنال
عنوان ژورنال: Statistics and Computing
سال: 2011
ISSN: 0960-3174,1573-1375
DOI: 10.1007/s11222-011-9288-2