一种半参数贝叶斯式方法,用于异质空间自行回归模型
Ting Liu1, Dengke Xu1, Shiqi Ke1
1School of Economics, Hangzhou Dianzi University, Hangzhou 310018, China.
Entropy (Basel, Switzerland)
|June 26, 2024
概括
本研究引入了贝叶斯的方法,用于异质的半参数空间自回归 (SSAR) 模型,以解决空间数据中的异性. 拟议的方法有效地使用先进的马尔科夫链蒙特卡洛技术估计模型参数.
科学领域:
- 空间统计的空间统计.
- 计量经济学 计量经济学
- 地理信息系统 (GIS) 是指地理信息系统.
背景情况:
- 半参数空间自回归 (SSAR) 模型被广泛用于空间数据分析.
- 在空间数据中,变异不恒是常见的问题,它会影响模型的准确性.
- 现有的SSAR模型往往假定同性恋,限制了它们的适用性.
研究的目的:
- 为异质半参数空间自回归 (SSAR) 模型提出一个新的贝叶斯估计方法.
- 为了适应空间数据分析中的异构复杂性现象,允许变量参数依赖于解释变量.
- 为分析具有变异结构的空间数据提供一个强大的框架.
主要方法:
- 为异质的SSAR模型开发了贝叶斯估计框架.
- 在模型中的非参数函数中使用了B-spline近似.
- 实施了一种高效的马尔科夫链蒙特卡洛 (MCMC) 采样算法,将吉布斯和大都会-哈斯廷斯方法结合起来,用于后续推断.
主要成果:
- 提出的贝叶斯方法在估计异质SSAR模型的参数方面表现出色.
- 模拟研究证实了开发的估计技术的有效性和准确性.
- 使用波士顿住房数据的现实应用验证了该方法的实际实用性.
结论:
- 新的贝叶斯式方法有效地处理SSAR模型中的异构性.
- 拟议的MCMC算法为这些复杂模型的后置推理提供了一个可靠的工具.
- 该方法为各种领域的空间数据分析提供了显著的进步.
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