In recent years, Bayes and empirical Bayes (EB) methods have continued to increase in popularity and impact. Building on the first edition of their popular text, Carlin and Louis introduce these methods, demonstrate their usefulness in challenging applied settings, and show how they can be ...
Inthis work, we give a more rigorous justification in terms of merging of Bayesand empirical Bayes posterior distributions. We consider two notions ofmerging: Bayesian weak merging and frequentist merging in total variation.Since weak merging is related to consistency, we provide sufficient conditions...
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...
Discover the latest articles, news and stories from top researchers in related subjects. Artificial Intelligence Rights and permissions Reprints and permissions About this article Cite this article Carlin, B.P., Louis, T.A. BAYES AND EMPIRICAL BAYES METHODS FOR DATA ANALYSIS. Statistics and Computi...
总结对比其他参数估计方法与经验贝叶斯是如何做的：Chunxi Huang：漫谈统计学习-MLE-MAP-Empirical Bayes82...
Bayes and Empirical Bayes Estimation for the Chain Ladder Model The subject of predicting outstanding claims on a porfolio of general insurance policies is approached via the theory of hierarchical Bayesian linear models. This is particularly appropriate since the chain ladder technique can be expres....
1) Empirical Bayes经验Bayes(EB)估计2) experiences 经验 1. Inspiration and propose in China from success experiences in development of small and medium-sized enterprise supported by European Union; 欧盟国家扶持中小企业发展的经验及其对我国的启示 2. Achievements,Experiences and Issues on the Development...
2) Bayes and empirical Bayes estimator Bayes与经验Bayes估计3) empirical bayes estimation 经验Bayes估计 1. Convergence rate of empirical Bayes estimation of measure functions for parameter in two side truncated distribution families; 一维双边截断型分布族中参数函数的经验Bayes估计及其收敛速度 2. An ...
前文已经涉及过Bayes估计的内容,此处再稍作回顾。 我们知道,对于一个估计问题,一致最优的估计是不存在的,所以为了能够得到一个合理的估计,需要限制估计类的范围,或者降低最优性的要求。前一种思路导出了常见…
interval for a single random effect at the parametric rate $\\\sqrt{n}$, and propose an empirical Bayes estimator for a part of the mean vector in ANOVA type models that performs asymptotically as well as the oracle Bayes estimator... M Law,Y Ritov 被引量: 0发表: 2019年 加载更多来源...