On the Empirical Bayes Approach to Multiple Decision Problems
نویسندگان
چکیده
منابع مشابه
Bayes and empirical Bayes changepoint problems
We generalize the approach of Liu and Lawrence (1999) for multiple changepoint problems where the number of changepoints is unknown. The approach is based on dynamic programming recursion for efficient calculation of the marginal probability of the data with the hidden parameters integrated out. For the estimation of the hyperparameters, we propose to use Monte Carlo EM when training data are a...
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Recent years have seen excellent progress in the ability of Bayesians to compute posterior and predictive quantities of interest. This progress adds to the importance that must be placed on what the inputs to those computations should be, that is, what likelihood, prior and loss function to use. While there are various standpoints on these questions, the one we find most satisfying in principle...
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چکیده ندارد.
15 صفحه اولA New Approach to Solve Multiple Objective Programming Problems
Multiple Objective Programming (MOP) problems have become famous among many researchers due to more practical and realistic implementations. There have been a lot of methods proposed especially during the past four decades. In this paper, we develop a new algorithm based on a new approach to solve MOP problems by starting from a utopian point (which is usually infeasible) and moving towards the...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 1977
ISSN: 0090-5364
DOI: 10.1214/aos/1176343750