Bayesian estimation and prediction for the transformed Wiener degradation process
Sign Up to like & getrecommendations! Published in 2020 at "Applied Stochastic Models in Business and Industry"
DOI: 10.1002/asmb.2522
Abstract: This paper proposes some Bayesian inferential procedures for the transformed Wiener (TW) process, a new degradation process that has been recently suggested in the literature to describe degradation phenomena where degradation increments are not necessarily… read more here.
Keywords: degradation; estimation prediction; degradation process; process ... See more keywords
Bayesian estimation of heterogeneous environments from animal movement data
Sign Up to like & getrecommendations! Published in 2021 at "Environmetrics"
DOI: 10.1002/env.2679
Abstract: We describe a flexible class of stochastic models that aim to capture key features of realistic patterns of animal movements observed in radio‐tracking and global positioning system telemetry studies. In the model, movements are represented… read more here.
Keywords: environments animal; movement; estimation heterogeneous; heterogeneous environments ... See more keywords
Bayesian estimation in random effects meta-analysis using a non-informative prior.
Sign Up to like & getrecommendations! Published in 2017 at "Statistics in medicine"
DOI: 10.1002/sim.7156
Abstract: Pooling information from multiple, independent studies (meta-analysis) adds great value to medical research. Random effects models are widely used for this purpose. However, there are many different ways of estimating model parameters, and the choice… read more here.
Keywords: analysis; non informative; random effects; bayesian estimation ... See more keywords
Bayesian estimation of bidding process and bidder’s preference under shape restrictions
Sign Up to like & getrecommendations! Published in 2020 at "Empirical Economics"
DOI: 10.1007/s00181-020-01932-1
Abstract: This paper applies a novel nonparametric estimator to the modeling of auctions subject to shape restrictions. In particular, we employ a Bayesian estimator with a Gaussian process prior parameterized by a spectral representation. We use… read more here.
Keywords: estimation; shape; shape restrictions; bayesian estimation ... See more keywords
Bayesian estimation of the long-run trend of the US economy
Sign Up to like & getrecommendations! Published in 2021 at "Empirical Economics"
DOI: 10.1007/s00181-021-02024-4
Abstract: The main purpose of this paper is to scrutinize the long-run trend of the US real GDP during the post-war period. In the empirical analysis, we introduce multivariate unobserved components models that accommodate time-varying volatility… read more here.
Keywords: real gdp; estimation long; bayesian estimation; long run ... See more keywords
A general guide in Bayesian and robust Bayesian estimation using Dirichlet processes
Sign Up to like & getrecommendations! Published in 2019 at "Metrika"
DOI: 10.1007/s00184-019-00737-2
Abstract: In this paper, we investigate Bayesian and robust Bayesian estimation of a wide range of parameters of interest in the context of Bayesian nonparametrics under a broad class of loss functions. Dealing with uncertainty regarding… read more here.
Keywords: dirichlet; bayesian estimation; robust bayesian; general guide ... See more keywords
Bayesian Estimation of Large Precision Matrix Based on Cholesky Decomposition
Sign Up to like & getrecommendations! Published in 2019 at "Acta Mathematica Sinica, English Series"
DOI: 10.1007/s10114-019-7326-8
Abstract: In this paper, we consider the estimation of a high dimensional precision matrix of Gaussian graphical model. Based on the re-parameterized likelihood, we obtain the full conditional distribution of all parameters in Cholesky factor. Furthermore,… read more here.
Keywords: large precision; bayesian estimation; precision matrix; precision ... See more keywords
Empirical Bayesian Estimation in the Model of Competing Risks
Sign Up to like & getrecommendations! Published in 2017 at "Journal of Mathematical Sciences"
DOI: 10.1007/s10958-017-3579-x
Abstract: We study empirical semi-parametric Bayesian estimates of exponential functionals in the model of competing risks. For these estimates we establish the properties of the uniform strong consistency and iterated logarithm type laws. read more here.
Keywords: estimation model; bayesian estimation; competing risks; empirical bayesian ... See more keywords
Bayesian estimation of the latent dimension and communities in stochastic blockmodels
Sign Up to like & getrecommendations! Published in 2020 at "Statistics and Computing"
DOI: 10.1007/s11222-020-09946-6
Abstract: Spectral embedding of adjacency or Laplacian matrices of undirected graphs is a common technique for representing a network in a lower dimensional latent space, with optimal theoretical guarantees. The embedding can be used to estimate… read more here.
Keywords: dimension; latent dimension; estimation latent; bayesian estimation ... See more keywords
Bayesian estimation of a proportional hazards model for double-censored durations
Sign Up to like & getrecommendations! Published in 2017 at "Journal of Statistical Computation and Simulation"
DOI: 10.1080/00949655.2016.1217535
Abstract: ABSTRACT Double-censored data consist of uncensored, left- and right-censored observations and occur in survival time analysis. In this paper, parametric Bayes estimation is investigated for a proportional hazards model with durations subject to double-censoring. We… read more here.
Keywords: hazards model; double censored; model; bayesian estimation ... See more keywords
E-Bayesian estimation and its E-posterior risk of the exponential distribution parameter based on complete and type I censored samples
Sign Up to like & getrecommendations! Published in 2019 at "Communications in Statistics - Theory and Methods"
DOI: 10.1080/03610926.2019.1565837
Abstract: Abstract This article studies E-Bayesian estimation and its E-posterior risk, for failure rate derived from exponential distribution, in the case of the two hyper parameters. In order to measure the estimated risk, the definition of… read more here.
Keywords: bayesian estimation; posterior risk; risk; distribution ... See more keywords