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最新文章

• Local sensitivity of posterior expectations AI翻译
  作者：Gustafson, P
  摘要：We investigate the degree to which posterior expectations are sensitive to prior distributions, using a local method based on functional differentiation. Invariance considerations suggest a family of norms which can be used to measure perturbations to the prior. The sensitivity measure is seen to depend heavily on the choice of norm; asymptotic results suggest which norm will yield the most useful results in practice, We find that to maintain asymptotically sensible behaviour, it is necessary ...
• On the invariance of noninformative priors AI翻译
  作者：Datta, GS; Ghosh, M
  作者单位：State University System of Florida; University of Florida
  摘要：Jeffreys' prior, one of the widely used noninformative priors, remains invariant under reparameterization, but does not perform satisfactorily in the presence of nuisance parameters. To overcome this deficiency, recently various noninformative priors have been proposed in the literature. This article explores the invariance (or lack thereof) of some of these noninformative priors including the reference prior of Berger and Bernardo, the reverse reference prior of J. K. Ghosh and the probabilit...
• Locally uniform prior distributions AI翻译
  作者：Hartigan, JA
  摘要：Suppose that X(sigma)\theta similar to N(theta, sigma(2)) and that sigma --> 0. For which prior distributions on theta is the posterior distribution of theta given X(sigma) asymptotically N(X(sigma), sigma(2)) when in fact X(sigma) similar to N(theta(0), sigma(2))? It is well known that the stated convergence occurs when theta has a prior density that is positive and continuous at theta(0). It turns out that the necessary and sufficient conditions for convergence allow a wider class of prior d...
• Nonparametric inference for ergodic, stationary time series AI翻译
  作者：Morvai, G; Yakowitz, S; Gyorfi, L
  作者单位：University of Arizona
  摘要：The setting is a stationary, ergodic time series. The challenge is to construct a sequence of functions, each based on only finite segments of the past, which together provide a strongly consistent estimator for the conditional probability of the next observation, given the infinite past. Ornstein gave such a construction for the case that the values are from a finite set, and recently Algoet extended the scheme to time series with coordinates in a Polish space. The present study relates a dif...
• Asymptotically optimal and admissible decision rules in compound compact Gaussian shift experiments AI翻译
  作者：Majumdar, S
  摘要：Asymptotically optimal and admissible compound decision rules are obtained in a Hilbert-parameterized Gaussian shift experiment. The component parameter set is restricted to compact. For the squared error loss, every compound Bayes estimator is admissible and every compound estimator Bayes versus full support hyperprior mixture of lid priors on the compound parameter is asymptotically optimal. For the latter class of rules induced by full support hyperpriors, asymptotic optimality and admissib...
• A lower bound on the ARL to detection of a change with a probability constraint on false alarm AI翻译
  作者：Yakir, B
  摘要：An inequality that relates the probability of false alarm of a change-point detection policy to its average run length to detection is proved. By means of this inequality, a lower bound on the rate of detection, when the change occurs after a long delay, is derived.
• Exponential empirical likelihood is not Bartlett correctable AI翻译
  作者：Jing, BY; Wood, ATA
  作者单位：Australian National University
  摘要：In a recent paper, DiCiccio, Hall and Romano established that Owen's empirical likelihood is Bartlett correctable. This is an intriguing and perhaps surprising result and is the only nonparametric context in which Bartlett correctability is known to hold. An alternative, closely related nonparametric likelihood, referred to here as exponential empirical likelihood, may be constructed using Efron's method of nonparametric tilting. The purpose of this note is to show that exponential empirical l...
• On the asymptotic properties of a flexible hazard estimator AI翻译
  作者：Strawderman, RL; Tsiatis, AA
  作者单位：Harvard University; Harvard T.H. Chan School of Public Health
  摘要：Suppose one has a stochastic time-dependent covariate Z(t), and is interested in estimating the hazard relationship lambda(t\(Z) over bar(t)) = omega(Z(t)), where (Z) over bar(t) denotes the history of Z(t) up to and including time t. In this paper, we consider a model of the form exp(s(n)(Z(t))), where s(n)(Z(t)) is a spline of finite but arbitrary order, and investigate the behavior of the maximum likelihood estimator of the hazard as the number of knots in the spline function increases with...
• Rates of convergence of the Hastings and Metropolis algorithms AI翻译
  作者：Mengersen, KL; Tweedie, RL
  作者单位：Colorado State University System; Colorado State University Fort Collins
  摘要：We apply recent results in Markov chain theory to Hastings and Metropolis algorithms with either independent or symmetric candidate distributions, and provide necessary and sufficient conditions for the algorithms to converge at a geometric rate to a prescribed distribution pi. In the independence case (in R(k)) these indicate that geometric convergence essentially occurs if and only if the candidate density is bounded below by a multiple of pi; in the symmetric case (in R only) we show geomet...
• Comparison of sequential experiments AI翻译
  作者：Greenshtein, E
  摘要：A generalization for the theory of comparison of experiments is given to the case of sequential experiments. We investigate only the case of ''0'' deficiency. Applications are given to the case of exponential experiments.