摘要翻译:
利用Bernstein多项式先验和Markov链Monte Carlo方法研究了形状约束回归,包括等张回归和凹回归作为特例。这些先验信息支持度大,只选择光滑函数,容易将几何信息融入先验信息中,并且生成时没有计算困难。提出了先验和后验的生成算法,并进行了仿真研究,验证了该算法的性能。与Dette等人的密度回归方法的比较。(2006)包括在内。
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英文标题:
《Shape restricted regression with random Bernstein polynomials》
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作者:
I-Shou Chang, Li-Chu Chien, Chao A. Hsiung, Chi-Chung Wen, Yuh-Jenn Wu
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最新提交年份:
2007
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分类信息:
一级分类:Mathematics 数学
二级分类:Statistics Theory 统计理论
分类描述:Applied, computational and theoretical statistics: e.g. statistical inference, regression, time series, multivariate analysis, data analysis, Markov chain Monte Carlo, design of experiments, case studies
应用统计、计算统计和理论统计:例如统计推断、回归、时间序列、多元分析、数据分析、马尔可夫链蒙特卡罗、实验设计、案例研究
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一级分类:Statistics 统计学
二级分类:Statistics Theory 统计理论
分类描述:stat.TH is an alias for math.ST. Asymptotics, Bayesian Inference, Decision Theory, Estimation, Foundations, Inference, Testing.
Stat.Th是Math.St的别名。渐近,贝叶斯推论,决策理论,估计,基础,推论,检验。
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英文摘要:
Shape restricted regressions, including isotonic regression and concave regression as special cases, are studied using priors on Bernstein polynomials and Markov chain Monte Carlo methods. These priors have large supports, select only smooth functions, can easily incorporate geometric information into the prior, and can be generated without computational difficulty. Algorithms generating priors and posteriors are proposed, and simulation studies are conducted to illustrate the performance of this approach. Comparisons with the density-regression method of Dette et al. (2006) are included.
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PDF链接:
https://arxiv.org/pdf/708.1054


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