对于半参数贝叶斯回归的蒙特卡洛推理
1Department of Statistics and Data Science, Cornell University and Department of Statistics, Rice University.
本研究提出了一种有效的贝叶斯策略,用于共同推断数据转换和回归模型参数. 该方法确保后续一致性,并使各种数据类型的快速蒙特卡洛推理成为可能.
科学领域:
- 统计 统计 统计 统计
- 贝叶斯的推理是贝叶斯的推理.
- 半参数建模 半参数建模
背景情况:
- 参数回归模型需要数据转换才能广泛适用.
- 现有的贝叶斯式方法用于转换和参数的联合推理,在计算上是低效的,在理论上是繁的.
- 这限制了贝叶斯方法在数据分析中的实际可用性.
研究的目的:
- 引入一种简单,通用和高效的策略,用于对未知的数据转换和回归模型参数的联合后置推理.
- 克服现有的贝叶斯式转换推理方法的局限性.
- 提供适用于不同数据领域的工具.
主要方法:
- 通过将其与变量的边际分布联系起来,直接针对变化的后面分布.
- 采用贝叶斯非参数模型通过贝叶斯启动.
- 开发高效的蒙特卡罗推理,与马尔科夫链蒙特卡罗不同.
主要成果:
- 拟议的方法在包括模型错误规范在内的一般条件下实现关节后部一致性.
- 有效的蒙特卡洛推理在关键特殊情况下为转换和模型参数提供.
- 该策略在实值,积极和紧支持的数据中是有效的.
结论:
- 开发的战略为半参数贝叶斯分析提供了显著的进步.
- 它提高了贝叶斯回归模型与未知转换的可用性和效率.
- R包SeBR促进了这些方法的实际应用.
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