-
作者：KASS, RE; RAFTERY, AE
作者单位：University of Washington; University of Washington Seattle
摘要：In a 1935 paper and in his book Theory of Probability, Jeffreys developed a methodology for quantifying the evidence in favor of a scientific theory. The centerpiece was a number, now called the Bayes factor, which is the posterior odds of the null hypothesis when the prior probability on the null is one-half. Although there has been much discussion of Bayesian hypothesis testing in the context of criticism of P-values, less attention has been given to the Bayes factor as a practical tool of a...
-
作者：MARRON, JS; TSYBAKOV, AB
作者单位：Sorbonne Universite; Universite Catholique Louvain; Universite Catholique Louvain; Kharkevich Institute for Information Transmission Problems of the RAS; Russian Academy of Sciences
摘要：An important gap, between the classical mathematical theory and the practice and implementation of nonparametric curve estimation, is due to the fact that the usual norms on function spaces measure something different from what the eye can see visually in a graphical presentation. Mathematical error criteria that more closely follow ''visual impression'' are developed and analyzed from both graphical and mathematical viewpoints. Examples from wavelet regression and kernel density estimation ar...
-
作者：BELIN, TR; RUBIN, DB
作者单位：Harvard University
摘要：Specifying a record-linkage procedure requires both (1) a method for measuring closeness of agreement between records, typically a scalar weight, and (2) a rule for deciding when to classify records as matches or nonmatches based on the weights. Here we outline a general strategy for the second problem, that is, for accurately estimating false-match rates for each possible cutoff weight. The strategy uses a model where the distribution of observed weights are viewed as a mixture of weights for...
-
作者：WANG, N; RUPPERT, D
作者单位：Cornell University
摘要：The transform-both-sides (TBS) regression model developed by Carroll and Ruppert is applicable when the relationship between the median response and the independent variables has been identified. Several different families of transformations, such as the Box-Cox power family, have been considered in the parametric approach to this model. In this article, we propose a nonparametric estimator of the transformation in the TBS model allowing general smooth monotonic transformations. Asymptotic pro...
-
作者：TULJAPURKAR, S; LEE, R
作者单位：University of California System; University of California Berkeley
-
作者：BUCKLAND, ST
-
作者：SOOFI, ES; EBRAHIMI, N; HABIBULLAH, M
作者单位：Northern Illinois University; University of Wisconsin System
摘要：In maximum entropy (ME) modeling, the information discrepancy between two distributions is measured in terms of their entropy difference. In discrimination information statistics the information discrepancy between two distributions is measured in terms of the Kullback-Leibler function (i.e., relative entropy or cross-entropy). This article presents an equivalence between Kullback-Leibler functions and entropy differences involving an ME distribution. Based an this equivalence, the concept of ...
-
作者：KADANE, JB; OHAGAN, A
作者单位：University of Nottingham
摘要：In the usual, countably additive definition of probability, it is not possible to have a distribution giving equal probabilities to every one of the natural numbers. Yet such a distribution would be interesting and potentially useful. This article considers an approach to this problem based on finitely additive probability. We give a necessary and sufficient condition for when specifications of the probabilities of an arbitrary collection of subsets of a space Omega can be extended to define a...
-
作者：ESCOBAR, MD; WEST, M
作者单位：University of Toronto; Duke University
摘要：We describe and illustrate Bayesian inference in models for density estimation using mixtures of Dirichlet processes. These models provide natural settings for density estimation and are exemplified by special eases where data are modeled as a sample from mixtures of normal distributions. Efficient simulation methods are used to approximate various prior, posterior, and predictive distributions. This allows for direct inference on a variety of practical issues, including problems of local vers...
-
作者：HAMADA, M; WU, CFJ
作者单位：University of Waterloo; University of Waterloo; University of Michigan System; University of Michigan; University of Michigan System; University of Michigan
摘要：Censored data arise naturally in industrial experiments whose observations are failure times or measurements with mixed continuous-categorical outcomes. When censored data are observed from a fractionated experiment, likelihood-based estimates quite often do not exist, especially when the opportunity for improvement is great. To circumvent this problem, we propose a Bayesian analysis strategy that has a straightforward implementation using the data augmentation and Monte Carlo EM algorithms. F...
