排序方式: 共有36条查询结果,搜索用时 0 毫秒
1.
Christian P. Robert Xiao-Li Meng Jesper Møller Jeffrey S Rosenthal C Jennison M. A Hurn F Al-Awadhi Peter McCullagh Christophe Andrieu Arnaud Doucet Petros Dellaportas Ioulia Papageorgiou Ricardo S Ehlers Elena A Erosheva Stephen E Fienberg Jonathan J Forster Roger C Gill Nial Friel Peter Green David Hastie R King Hans R Künsch N. A. Lazar C Osinski 《Journal of the Royal Statistical Society. Series B, Statistical methodology》2003,65(1):39-55
2.
Petros Dellaportas 《Statistics and Computing》1995,5(2):133-140
In the non-conjugate Gibbs sampler, the required sampling from the full conditional densities needs the adoption of black-box sampling methods. Recent suggestions include rejection sampling, adaptive rejection sampling, generalized ratio of uniforms, and the Griddy-Gibbs sampler. This paper describes a general idea based on variate transformations which can be tailored in all the above methods and increase the Gibbs sampler efficiency. Moreover, a simple technique to assess convergence is suggested and illustrative examples are presented. 相似文献
3.
This article examines the puzzle that the earnings of African immigrants do not match their high qualifications in terms of educational attainment. We apply cohort analysis to compare the economic assimilation patterns of black African immigrants with that of black non‐African immigrants. We find results that are consistent with the idea that the lower earnings of African immigrants are due to greater difficulty with skill transferability. Africans face substantially lower earnings at entry than black natives and black non‐African immigrants, although they close a substantial part of the initial earnings gap over time. Moreover, the earnings gap at entry has narrowed for recent cohorts; and Africans who migrate during childhood and those with no college education face no disadvantage. We also find similar patterns of assimilation in labour supply and participation in welfare programmes, which indicate that Africans face greater challenges at entry but assimilate at a faster rate. 相似文献
4.
This article is concerned with the effect of the methods for handling missing values in multivariate control charts. We discuss the complete case, mean substitution, regression, stochastic regression, and the expectation–maximization algorithm methods for handling missing values. Estimates of mean vector and variance–covariance matrix from the treated data set are used to build the multivariate exponentially weighted moving average (MEWMA) control chart. Based on a Monte Carlo simulation study, the performance of each of the five methods is investigated in terms of its ability to obtain the nominal in-control and out-of-control average run length (ARL). We consider three sample sizes, five levels of the percentage of missing values, and three types of variable numbers. Our simulation results show that imputation methods produce better performance than case deletion methods. The regression-based imputation methods have the best overall performance among all the competing methods. 相似文献
5.
We present full Bayesian analysis of finite mixtures of multivariate normals with unknown number of components. We adopt reversible
jump Markov chain Monte Carlo and we construct, in a manner similar to that of Richardson and Green (1997), split and merge
moves that produce good mixing of the Markov chains. The split moves are constructed on the space of eigenvectors and eigenvalues
of the current covariance matrix so that the proposed covariance matrices are positive definite. Our proposed methodology
has applications in classification and discrimination as well as heterogeneity modelling. We test our algorithm with real
and simulated data. 相似文献
6.
Petros E. Maravelakis 《Journal of applied statistics》2012,39(2):323-336
The performance of the cumulative sum (CUSUM) control chart for the mean when measurement error exists is investigated. It is shown that the CUSUM chart is greatly affected by the measurement error. A similar result holds for the case of the CUSUM chart for the mean with linearly increasing variance. In this paper, we consider multiple measurements to reduce the effect of measurement error on the charts performance. Finally, a comparison of the CUSUM and EWMA charts is presented and certain recommendations are given. 相似文献
7.
We generalize the classical conditional or triangular symmetry model for I×I contingency tables to three-way I×I×I tables with commensurable ordinal classification variables. The construction of the new family of models is such that the desirable property that connects conditional symmetry to complete symmetry and marginal homogeneity models in two-way tables is retained in three-way tables. Furthermore, connections between our proposed models obey a coherent structure. We provide maximum likelihood estimation for the new models which is illustrated with a real data example. 相似文献
8.
Petros Dellaportas Claudia Tarantola 《Journal of the Royal Statistical Society. Series B, Statistical methodology》2005,67(2):269-283
Summary. We deal with contingency table data that are used to examine the relationships between a set of categorical variables or factors. We assume that such relationships can be adequately described by the cond`itional independence structure that is imposed by an undirected graphical model. If the contingency table is large, a desirable simplified interpretation can be achieved by combining some categories, or levels, of the factors. We introduce conditions under which such an operation does not alter the Markov properties of the graph. Implementation of these conditions leads to Bayesian model uncertainty procedures based on reversible jump Markov chain Monte Carlo methods. The methodology is illustrated on a 2×3×4 and up to a 4×5×5×2×2 contingency table. 相似文献
9.
This paper focuses on interest rate models with regime switching and extends previous nonlinear threshold models by relaxing the assumption of a fixed number of regimes. Instead we suggest automatic model determination through Bayesian inference via the reversible jump Markov Chain Monte Carlo (MCMC) algorithm. Moreover, we allow the thresholds in the volatility to be driven not only by the interest rate but also by other economic factors. We illustrate our methodology by applying it to interest rates and other economic factors of the American economy. 相似文献
10.