Compressing parameters in Bayesian high-order models with application to logistic sequence models
نویسندگان
چکیده
منابع مشابه
Compressing Parameters in Bayesian High-order Models with Application to Logistic Sequence Models∗
Abstract. Bayesian classification and regression with high-order interactions is largely infeasible because Markov chain Monte Carlo (MCMC) would need to be applied with a great many parameters, whose number increases rapidly with the order. In this paper we show how to make it feasible by effectively reducing the number of parameters, exploiting the fact that many interactions have the same va...
متن کاملN ov 2 00 7 A Method for Compressing Parameters in Bayesian Models with Application to Logistic Sequence Prediction Models
Abstract. Bayesian classification and regression with high order interactions is largely infeasible because Markov chain Monte Carlo (MCMC) would need to be applied with a great many parameters, whose number increases rapidly with the order. In this paper we show how to make it feasible by effectively reducing the number of parameters, exploiting the fact that many interactions have the same va...
متن کاملon some bayesian statistical models in actuarial science with emphasis on claim count
چکیده ندارد.
15 صفحه اولObjective Bayesian higher-order asymptotics in models with nuisance parameters
We discuss higher-order approximations to the marginal posterior distribution for a scalar parameter of interest in the presence of nuisance parameters. These higher-order approximations are obtained using a suitable matching prior. The proposed procedure has several advantages since it does not require the elicitation on the nuisance parameter, neither numerical integration or MCMC simulation,...
متن کاملBayesian inference on order-constrained parameters in generalized linear models.
In biomedical studies, there is often interest in assessing the association between one or more ordered categorical predictors and an outcome variable, adjusting for covariates. For a k-level predictor, one typically uses either a k-1 degree of freedom (df) test or a single df trend test, which requires scores for the different levels of the predictor. In the absence of knowledge of a parametri...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Bayesian Analysis
سال: 2008
ISSN: 1936-0975
DOI: 10.1214/08-ba330