Bayesian Approaches for Limited Dependent Variable Change Point Problems

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

Bayesian Approaches for Limited Dependent Variable Change Point Problems

Limited dependent variable (LDV) data are common in political science, and political methodologists have given much good advice on dealing with them. We review some methods for LDV ‘‘change point problems’’ and demonstrate the use of Bayesian approaches for count, binary, and duration-type data. Our applications are drawn from American politics, Comparative politics, and International Political...

متن کامل

Bayesian Inference on Change Point Problems

Change point problems are referred to detect heterogeneity in temporal or spatial data. They have applications in many areas like DNA sequences, financial time series, signal processing, etc. A large number of techniques have been proposed to tackle the problems. One of the most difficult issues is estimating the number of the change points. As in other examples of model selection, the Bayesian...

متن کامل

Approaches for Bayesian Variable Selection

This paper describes and compares various hierarchical mixture prior formulations of variable selection uncertainty in normal linear regression models. These include the nonconjugate SSVS formulation of George and McCulloch (1993), as well as conjugate formulations which allow for analytical simplification. Hyperparameter settings which base selection on practical significance, and the implicat...

متن کامل

Bayesian Hierarchical Nonparametric Inference for Change-point Problems

SUMMARY Bayesian nonparametric inference for a nonsequential change-point problem is studied. We use a mixture of products of Dirichlet processes as our prior distribution. This allows the data before and after the change-point to be dependent, even when the change point is known. A Gibbs sampler algorithm is also proposed in order to overcome analytic diiculties in computing the posterior dist...

متن کامل

Posterior Convergence and Model Estimation in Bayesian Change-point Problems

n) rate up to some logarithmic factor, showing the exact parametric rate of convergence of the posterior distribution requires additional work and assumptions. Additionally, we demonstrate the asymptotic normality of the segment levels under these assumptions. For inferences on the number of change-points, we show that the Bayesian approach can produce a consistent posterior estimate. Finally, ...

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: Political Analysis

سال: 2007

ISSN: 1047-1987,1476-4989

DOI: 10.1093/pan/mpm022