Bayesian model order determination and basis
نویسندگان
چکیده
Bayesian methods are developed for the seemingly unrelated regressions (SUR) model where the model order or structure is presumed random. In particular we consider the class of models that are linear in some basis space. This class includes standard linear regression as a special case, as well as those models that involve non-linear transformations of the explanatory variables through a set of basis functions. Applications are given for vector autoregression (VAR) models of unknown order and multivariate splines with unknown knot points.
منابع مشابه
Bayesian Two-Sample Prediction with Progressively Type-II Censored Data for Some Lifetime Models
Prediction on the basis of censored data is very important topic in many fields including medical and engineering sciences. In this paper, based on progressive Type-II right censoring scheme, we will discuss Bayesian two-sample prediction. A general form for lifetime model including some well known and useful models such asWeibull and Pareto is considered for obtaining prediction bounds ...
متن کاملResearch on Safety Risk of Dangerous Chemicals Road Transportation Based on Dynamic Fault Tree and Bayesian Network Hybrid Method (TECHNICAL NOTE)
Safety risk study on road transportation of hazardous chemicals is a reliable basis for the government to formulate transportation planning and preparing emergent schemes, but also is an important reference for safety risk managers to carry out dangerous chemicals safety risk managers. Based on the analysis of the transport safety risk of dangerous chemicals at home and abroad, this paper studi...
متن کاملA mixed Bayesian/Frequentist approach in sample size determination problem for clinical trials
In this paper we introduce a stochastic optimization method based ona mixed Bayesian/frequentist approach to a sample size determinationproblem in a clinical trial. The data are assumed to come from a nor-mal distribution for which both the mean and the variance are unknown.In contrast to the usual Bayesian decision theoretic methodology, whichassumes a single decision maker, our method recogni...
متن کاملBayesian sample size Determination Using a Scaled Exponential Utility Function According to Numerical Method
In this paper we propose a utility function and obtain the Bayese stimate and the optimum sample size under this utility function. This utility function is designed especially to obtain the Bayes estimate when the posterior follows a gamma distribution. We consider a Normal with known mean, a Pareto, an Exponential and a Poisson distribution for an optimum sample size under the propose...
متن کاملA Bayesian decision model for drought management in rainfed wheat farms of North East Iran
Drought is a feature of climate that can occur in virtually all climates. Therefore, it is aninevitable global but site-specific phenomenon which requires tools to predict and strategies andoptions to cope with it. In this research, the ability and effectiveness of the Bayesian DecisionNetworks (BDNs) approach in decision-making and evaluating drought management options forrainfed wheat product...
متن کامل