作者：Zoh, Roger S.; Sarkar, Abhra; Carroll, Raymond J.; Mallick, Bani K.
作者单位：Texas A&M University System; Texas A&M University College Station; Duke University; Texas A&M University System; Texas A&M University College Station; University of Technology Sydney
摘要：We develop a Bayes factor-based testing procedure for comparing two population means in high-dimensional settings. In large-p-small-n settings, Bayes factors based on proper priors require eliciting a large and complex p x p covariance matrix, whereas Bayes factors based on Jeffrey's prior suffer the same impediment as the classical Hotelling T-2 test statistic as they involve inversion of ill-formed sample covariance matrices. To circumvent this limitation, we propose that the Bayes factor be...
作者：Harnau, Jonas; Nielsen, Bent
作者单位：University of Oxford
摘要：We consider inference and forecasting for aggregate data organized in a two-way table with age and cohort as indices, but without measures of exposure. This is modeled using a Poisson likelihood with an age-period-cohort structure for the mean while allowing for over-dispersion. We propose a repetitive structure that keeps the dimension of the table fixed while increasing the latent exposure. For this, we use a class of infinitely divisible distributions which include a variety of compound Poi...
