Bayesian unmasking in linear models
نویسندگان
چکیده
منابع مشابه
Bayesian Unmasking in Linear Models
We propose a Bayesian procedure for multiple outlier detection in linear models which avoids the masking problem. The posterior probabilities of each data point being an outlier are estimated by using an adaptive learning Gibbs sampling method. The idea is to modify the initial conditions of the Gibbs sampler in order to visit the posterior distribution space in a reasonable number of iteration...
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ژورنال
عنوان ژورنال: Computational Statistics & Data Analysis
سال: 2001
ISSN: 0167-9473
DOI: 10.1016/s0167-9473(00)00033-5