Reference Priors for Shrinkage and Smoothing Parameters
نویسنده
چکیده
A reference prior and corresponding reference posteriors are derived for a basic Normal variance components model with two components. Di¤erent parameterizations are considered, in particular one in terms of a shrinkage or smoothing parameter. Earlier results for the one-way ANOVA setting are generalized and a broad range of applications of the general results is indicated. Numerical examples of application to spline smoothing are given for illustration and the results compared with other well-known techniques considered to be “non-informative” about the smoothing parameter.
منابع مشابه
Bayesian trend filtering: adaptive temporal smoothing with shrinkage priors
Abstract We present a locally-adaptive nonparametric curve fitting method that we call Bayesian trend filtering. The method operates within a fully Bayesian framework and uses shrinkage priors to induce sparsity in order-k differences in the latent trend function, providing a combination of local adaptation and global control. Using a scale mixture of normals representation of shrinkage priors,...
متن کاملHierarchical Shrinkage Priors for Dynamic Regressions With Many Predictors
This paper builds on a simple unified representation of shrinkage Bayes estimators based on hierarchical Normal-Gamma priors. Various popular penalized least squares estimators for shrinkage and selection in regression models can be recovered using this single hierarchical Bayes formulation. Using 129 U.S. macroeconomic quarterly variables for the period 1959 – 2010 I exhaustively evaluate the ...
متن کاملof ISDS 97 - 04 , Duke UniversityEXPANSION ESTIMATION BY BAYES RULESByBrani
In the problem of estimating a location parameter in any symmetric unimodal location parameter model, we demonstrate that Bayes rules with respect to squared error loss can be expanders for some priors that belong to the family of all symmetric priors. That generalizes the results obtained by DasGupta and Rubin for the one dimensional case. We also consider symmetric priors which either have an...
متن کاملFull Covariance Modelling for Speech Recognition
HMM-based systems for Automatic Speech Recognition typically model the acoustic features using mixtures of multivariate Gaussians. In this thesis, we consider the problem of learning a suitable covariance matrix for each Gaussian. A variety of schemes have been proposed for controlling the number of covariance parameters per Gaussian, and studies have shown that in general, the greater the numb...
متن کاملInferring metabolic networks using the Bayesian adaptive graphical lasso with informative priors.
Metabolic processes are essential for cellular function and survival. We are interested in inferring a metabolic network in activated microglia, a major neuroimmune cell in the brain responsible for the neuroinflammation associated with neurological diseases, based on a set of quantified metabolites. To achieve this, we apply the Bayesian adaptive graphical lasso with informative priors that in...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 1999