OPTIMUM DESIGN METHOD FOR A STEEL FRAME CONSIDERING PRIOR INFORMATION ON PARAMETERS USING BAYESIAN INFORMATION CRITERION
نویسندگان
چکیده
منابع مشابه
Bayesian Optimum Design Criterion for Multi Models Discrimination
The problem of obtaining the optimum design, which is able to discriminate between several rival models has been considered in this paper. We give an optimality-criterion, using a Bayesian approach. This is an extension of the Bayesian KL-optimality to more than two models. A modification is made to deal with nested models. The proposed Bayesian optimality criterion is a weighted average, where...
متن کاملA Bayesian information criterion for portfolio selection
The mean-variance theory of Markowitz (1952) indicates that large investment portfolios naturally provide better risk diversification than small ones. However, due to parameter estimation errors, one may find ambiguous results in practice. Hence, it is essential to identify relevant stocks to alleviate the impact of estimation error in portfolio selection. To this end, we propose a linkage cond...
متن کاملA Bayesian information criterion for singular models
We consider approximate Bayesian model choice for model selection problems that involve models whose Fisher-information matrices may fail to be invertible along other competing submodels. Such singular models do not obey the regularity conditions underlying the derivation of Schwarz’s Bayesian information criterion (BIC) and the penalty structure in BIC generally does not reflect the frequentis...
متن کاملSpeaker Clustering Based on Bayesian Information Criterion
This paper presents an effective method for clustering unknown speech utterances based on their associated speakers. The proposed method jointly optimizes the generated clusters and the number of clusters according to a Bayesian information criterion (BIC). The criterion assesses a partitioning of utterances based on how high the level of withincluster homogeneity can be achieved at the expense...
متن کاملBayesian information criterion for censored survival models.
We investigate the Bayesian Information Criterion (BIC) for variable selection in models for censored survival data. Kass and Wasserman (1995, Journal of the American Statistical Association 90, 928-934) showed that BIC provides a close approximation to the Bayes factor when a unit-information prior on the parameter space is used. We propose a revision of the penalty term in BIC so that it is d...
متن کاملذخیره 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: Journal of Structural and Construction Engineering (Transactions of AIJ)
سال: 2009
ISSN: 1881-8153,1340-4202
DOI: 10.3130/aijs.74.2021