搜索结果: 16-29 共查到“统计学其他学科 Bayesian”相关记录29条 . 查询时间(0.141 秒)
Non-Convex Rank Minimization via an Empirical Bayesian Approach
Non-Convex Rank Minimization via Empirical Bayesian Approach
2012/9/19
In many applications that require matrix solutions of minimal rank, the underlying cost function is non-convex leading to an intractable, NP-hard optimization problem.Consequently, the convex nuclear ...
Bayesian Subset Simulation: a kriging-based subset simulation algorithm for the estimation of small probabilities of failure
Computer experiments Sequential design Subset Simulation Probability of failure
2012/9/19
The estimation of small probabilities of failure from computer simulations is a classical problem in engineering, and the Subset Simulation algorithm proposed by Au & Beck (Prob. Eng. Mech., 2001) has...
Robust Bayesian inference of networks using Dirichlet t-distributions
Bayesian inference Dirichlet process graphical model Markov chain Monte Carlo t-distribution.
2012/9/18
Bayesian graphical modeling provides an appealing way to obtain uncertainty esti-mates when inferring network structures, and much recent progress has been made for Gaussian models. These models have ...
PAC-Bayesian Majority Vote for Late Classifier Fusion
Machine Learning Multimedia fusion Multi-modality search Ranking and re-ranking
2012/9/18
A lot of attention has been devoted to multimedia indexing over the past few years. In the literature, we often consider two kinds of fusion schemes: Theearly fusionand thelate fusion. In this paper w...
A Bayesian Approach to Detection of Small Low Emission Sources
Bayes factor Model selection Parallel tempering Radiation source detection
2011/7/19
The article addresses the problem of detecting presence and location of a small low emission source inside of an object, when the background noise dominates. This problem arises, for instance, in some...
Blending Bayesian and frequentist methods according to the precision of prior information with an application to hypothesis testing
blended inference confidence distribution confidence posterior
2011/7/19
The following zero-sum game between nature and a statistician blends Bayesian methods with frequentist methods such as p-values and confidence intervals. Nature chooses a posterior distribution consis...
Application of Bayesian model inadequacy criterion for multiple data sets to radial velocity models of exoplanet systems
Methods Statistical – Techniques Radial velocities – Stars Individual: GJ 581 HD 217107 υ Andromedae
2011/7/7
We present a simple mathematical criterion for determining whether a given statistical model does not describe several independent sets of measurements, or data modes, adequately. We derive this crite...
Bayesian inference with rescaled Gaussian process priors
Rate of convergence Bayesian inference nonparametric density estimation nonparametric regression classification
2009/9/16
We use rescaled Gaussian processes as prior models for functional parameters in nonparametric statistical models. We show how the rate of contraction of the posterior distributions depends on the scal...
Optimal properties of some Bayesian inferences
relative surprise inferences probability of covering a false value unbiasedness Bayes factors relative belief ratios
2009/9/16
Relative surprise regions are shown to minimize, among Bayesian credible regions, the prior probability of covering a false value from the prior. Such regions are also shown to be unbiased in the sens...
On the frequentist coverage of Bayesian credible intervals for lower bounded means
Bayesian credible sets restricted parameter space frequentist coverage probability logconcavity
2009/9/16
For estimating a lower bounded location or mean parameter for a symmetric and logconcave density, we investigate the frequentist performance of the $100(1-alpha)%$ Bayesian HPD credible set associated...
On adaptive Bayesian inference
Adaptation rate of convergence posterior distribution density function log spline density
2009/9/16
We study the rate of Bayesian consistency for hierarchical priors consisting of prior weights on a model index set and a prior on a density model for each choice of model index. Ghosal, Lember and Van...
Kullback Leibler property of kernel mixture priors in Bayesian density estimation
Bayesian density estimation Dirichlet process, kernel mixture KullbackLeibler property posterior consistency
2009/9/16
Positivity of the prior probability of Kullback-Leibler neighborhood around the true density, commonly known as the Kullback-Leibler property, plays a fundamental role in posterior consistency. A popu...
Nonparametric Bayesian model selection and averaging
Adaptation rate of convergence Bayes factor rate of contraction
2009/9/16
We consider nonparametric Bayesian estimation of a probability density p based on a random sample of size n from this density using a hierarchical prior. The prior consists, for instance, of prior wei...
Online data processing: Comparison of Bayesian regularized particle filters
Online data processing Bayesian estimation regularized particle filters Stochastic Volatility models
2009/9/16
The aim of this paper is to compare three regularized particle filters in an online data processing context. We carry out the comparison in terms of hidden states filtering and parameter estimation, c...