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作者：Moller, J
作者单位：Aalborg University
摘要：We discuss how the ideas of producing perfect simulations based on coupling from the past for finite state space models naturally extend to multivariate distributions with infinite or uncountable state spaces such as autogamma, auto-Poisson and autonegative binomial models, using Gibbs sampling in combination with sandwiching methods originally introduced for perfect simulation of point processes.
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作者：Gibbens, RJ; Whittle, P; Ansell, P; Bather, J; Collins, EJ; Gittins, J; Zervos, M; Bäuerle, N; Birge, JR; Frostig, E; Weiss, G; McDiarmid, C; Möhring, RH; Uetz, M; Schulz, AS; Owen, RW; Gregorio-Domínguez, MM; Preater, J; Rieder, U; Stidham, S Jr; Thomas, L; Yao, DD
作者单位：University of Cambridge; University of Newcastle; University of Sussex; University of Bristol; Ulm University; University of Michigan System; University of Michigan; University of Haifa; University of Oxford; Technical University of Berlin; Massachusetts Institute of Technology (MIT); University of Essex; Instituto Tecnologico Autonomo de Mexico; Keele University; University of North Carolina; University of North Carolina Chapel Hill; University of Edinburgh; Columbia University; University of Newcastle
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作者：Walker, SG; Damien, P; Laud, PW; Smith, AFM
作者单位：Imperial College London; University of Michigan System; University of Michigan; Medical College of Wisconsin; University of London; Queen Mary University London
摘要：In recent years, Bayesian nonparametric inference, both theoretical and computational, has witnessed considerable advances. However, these advances have not received a full critical and comparative analysis of their scope, impact and limitations in statistical modelling; many aspects of the theory and methods remain a mystery to practitioners and many open questions remain. In this paper, we discuss and illustrate the rich modelling and analytic possibilities that are available to the statisti...
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作者：Walley, P; Moral, S
作者单位：University of Granada
摘要：In the problem of parametric statistical inference with a finite parameter space, we propose some simple rules far defining posterior upper and lower probabilities directly from the observed likelihood function, without using any prior information. The rules satisfy the likelihood principle and a basic consistency principle ('avoiding sure loss'), they produce vacuous inferences when the likelihood function is constant, and they have other symmetry, monotonicity and continuity properties. One ...
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作者：Yao, QW; Morgan, BJT
作者单位：University of Kent
摘要：We present a method for estimating the parameters in indexed stochastic models via a least squares approach based on empirical transforms. Asymptotic approximations are derived for the distribution of the resulting estimators. An explicit expression for the mean-squared error provides a natural way of selecting the transform variable, and a numerical example illustrates the performance of the resulting method. A common finding, which we term 'diagonal optimization', occurs when multiparameter ...
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作者：Poskitt, DS; Dogançay, K; Chung, SH
作者单位：Australian National University
摘要：This paper is concerned with the analysis of observations made on a system that is being stimulated at fixed time intervals but where the precise nature and effect of any individual stimulus is unknown. The realized values are modelled as a stochastic process consisting of a random signal embedded in noise. The aim of the analysis is to use the data to unravel the unknown structure of the system and to ascertain the probabilistic behaviour of the stimuli. A method of parameter estimation based...
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作者：Poon, WY; Poon, YS
作者单位：Chinese University of Hong Kong; University of California System; University of California Riverside
摘要：In 1986, R. D. Cook proposed differential geometry to assess local influence of minor perturbations of statistical models. We construct a conformally invariant curvature, the conformal normal curvature, for the same purpose. This curvature provides a measure of local influence ranging from 0 to 1, with objective bench-marks to judge largeness. We study various approaches to using the conformal normal curvature and the relationships between these approaches.
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作者：Tipping, ME; Bishop, CM
作者单位：Microsoft; Microsoft United Kingdom
摘要：Principal component analysis (PCA) is a ubiquitous technique for data analysis and processing, but one which is not based on a probability model. We demonstrate how the principal axes of a set of observed data vectors may be determined through maximum likelihood estimation of parameters in a latent variable model that is closely related to factor analysis. We consider the properties of the associated likelihood function, giving an EM algorithm for estimating the principal subspace iteratively,...
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作者：Nåsell, I
作者单位：Royal Institute of Technology
摘要：An approximation is derived for the expected time to extinction in a stochastic model for recurrent epidemics. Numerical illustrations indicate that the approximation is crude but that it has the correct order of magnitude. The quasi-stationary distribution plays an important role in the derivation. Approximations for the critical community size and for the persistence threshold are derived. Comments are made on the classical study by Bartlett (1956-1960).
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作者：Taylor, C; Ripley, BD; Wood, A; Fan, JQ; Yao, QW; Titterington, DM; Cox, TF; Phillips, MJ; Thomas, TR; Yu, KM
作者单位：University of Leeds; University of Oxford; University of Bath; University of New South Wales Sydney; University of California System; University of California Los Angeles; University of Kent; University of Glasgow; University of Newcastle; University of Leicester; Chalmers University of Technology; Lancaster University
