搜索结果: 1-7 共查到“信息科学与系统科学 bayesian”相关记录7条 . 查询时间(0.138 秒)
Bayesian Persuasion
Bayesian Persuasion sender
2015/7/17
When is it possible for one person to persuade another to change her
action? We consider a symmetric information model where a sender
chooses a signal to reveal to a receiver, who then takes a non...
Realizable Rate Distortion Function and Bayesian FIltering Theory
Realizable Rate Distortion Function Bayesian FIltering Theory Information Theory
2012/4/16
The relation between rate distortion function (RDF) and Bayesian filtering theory is discussed. The relation is established by imposing a causal or realizability constraint on the reconstruction condi...
Efficient variational inference in large-scale Bayesian compressed sensing
large-scale Bayesian variational inference Computer Vision and Pattern Recognition
2011/10/9
Abstract: We study linear models under heavy-tailed priors from a probabilistic viewpoint. Instead of computing a single sparse most probable (MAP) solution as in standard deterministic approaches, th...
Blending Bayesian and frequentist methods according to the precision of prior information with an application to hypothesis testing
blended inference confidence distribution confidence posterior hybrid inference maximum entropy
2011/9/30
Abstract: 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 distribut...
在Bayesian统计推理理论的基础上, 提出一种新的求解柔性车间调度问题的分布估计算法.首先, 根据所有工件的工序排列顺序提取进化过程中种群的优良信息, 建立一个不断更新的先验分布概率模型, 再以相邻工序出现的频率为基础建立条件概率模型; 然后, 结合两个模型的信息使用Bayesian公式建立一个后验概率模型, 该模型综合了进化过程中不断更新的优良信息和相邻工序出现的频率信息, 可用以更好地指导...
从分析原油现货市场收益率的统计特征入手,为更好地刻画原油现货市场收益率的尖峰厚尾、偏态及波动集聚性和持续性的波动特性,引入 SGT 分布来描述原油市场 价格的分布特征, 利用 SV模型来度量国际原油市场的价格波动率. 同时, 基于 Bayesian 原理,利用 MCMC 方法来解决 SV 模型的参数估计难题, 建立了 Bayesian-SV-SGT模型, 并对国际原油现货价格“VaR”(Value...
广义变系数模型的Bayesian B样条估计
广义变系数模型 Bayesian模型平均 B样条
2007/8/7
提出了广义变系数模型函数系数的一种新的估计方法.我们用B样条函数逼近函数系数,不具体选择节点的个数,而是节点个数取均匀的无信息先验,样条函数系数取正态先验,用Bayesian模型平均的方法估计各个函数系数.这种估计方法一个主要特点是允许各个函数系数所需节点个数的后验分布不同, 因此允许不同函数系数使用不同的光滑参数. 另外,本文还给出了Bayesian B样条估计的计算方法,并通过模拟例子,说明广...