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Relevant bibliographies by topics / Jeffreys prior

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Academic literature on the topic 'Jeffreys prior'

Author: Grafiati

Published: 4 June 2021

Last updated: 21 February 2023

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Journal articles on the topic "Jeffreys prior"

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Poirier, Dale. "Jeffreys' prior for logit models." Journal of Econometrics 63, no. 2 (1994): 327–39. http://dx.doi.org/10.1016/0304-4076(93)01556-2.

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Millar, Russell B. "Reference priors for Bayesian fisheries models." Canadian Journal of Fisheries and Aquatic Sciences 59, no. 9 (2002): 1492–502. http://dx.doi.org/10.1139/f02-108.

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Bayesian models require the specification of prior distributions for all unknown parameters, and this formal utilization of prior knowledge (if any) can be used to great advantage in some fisheries. However, regardless of whether prior knowledge about model parameters is available, specification of prior distributions is seldom unequivocal. This work addresses the problem of specifying default priors for several common fisheries models. To maintain consistency of terminology with the statistical literature, such priors are herein called reference priors to recognize that they can be interprete

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Zivot, Eric. "A Bayesian Analysis Of The Unit Root Hypothesis Within An Unobserved Components Model." Econometric Theory 10, no. 3-4 (1994): 552–78. http://dx.doi.org/10.1017/s0266466600008665.

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In this paper we extend some of Phillips's [4] results to nonlinear unobserved components models and develop a posterior odds ratio test of the unit root hypothesis based on flat and Jeffreys priors. In contrast to the analysis presented by Schotman and van Dijk [9], we utilize a nondegenerate structural representation of the components model that allows us to determine well-behaved Jeffreys priors, posterior densities under flat priors and Jeffreys priors, and posterior odds ratios for the unit root hypothesis without a proper prior for the level parameter. The analysis highlights the importa

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Journal, Baghdad Science. "Comparison of Maximum Likelihood and some Bayes Estimators for Maxwell Distribution based on Non-informative Priors." Baghdad Science Journal 10, no. 2 (2013): 480–88. http://dx.doi.org/10.21123/bsj.10.2.480-488.

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In this paper, Bayes estimators of the parameter of Maxwell distribution have been derived along with maximum likelihood estimator. The non-informative priors; Jeffreys and the extension of Jeffreys prior information has been considered under two different loss functions, the squared error loss function and the modified squared error loss function for comparison purpose. A simulation study has been developed in order to gain an insight into the performance on small, moderate and large samples. The performance of these estimators has been explored numerically under different conditions. The eff

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Rainey, Carlisle. "Dealing with Separation in Logistic Regression Models." Political Analysis 24, no. 3 (2016): 339–55. http://dx.doi.org/10.1093/pan/mpw014.

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When facing small numbers of observations or rare events, political scientists often encounter separation, in which explanatory variables perfectly predict binary events or nonevents. In this situation, maximum likelihood provides implausible estimates and the researcher might want incorporate some form of prior information into the model. The most sophisticated research uses Jeffreys’ invariant prior to stabilize the estimates. While Jeffreys’ prior has the advantage of being automatic, I show that it often provides too much prior information, producing smaller point estimates and narrower co

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Khooriphan, Wansiri, Sa-Aat Niwitpong, and Suparat Niwitpong. "Confidence Intervals for the Ratio of Variances of Delta-Gamma Distributions with Applications." Axioms 11, no. 12 (2022): 689. http://dx.doi.org/10.3390/axioms11120689.

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Since rainfall data often contain zero observations, the ratio of the variances of delta-gamma distributions can be used to compare the rainfall dispersion between two rainfall datasets. To this end, we constructed the confidence interval for the ratio of the variances of two delta-gamma distributions by using the fiducial quantity method, Bayesian credible intervals based on the Jeffreys, uniform, or normal-gamma-beta priors, and highest posterior density (HPD) intervals based on the Jeffreys, uniform, or normal-gamma-beta priors. The performances of the proposed confidence interval methods w

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Jiang, Ruichao, Javad Tavakoli, and Yiqiang Zhao. "Weyl Prior and Bayesian Statistics." Entropy 22, no. 4 (2020): 467. http://dx.doi.org/10.3390/e22040467.

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When using Bayesian inference, one needs to choose a prior distribution for parameters. The well-known Jeffreys prior is based on the Riemann metric tensor on a statistical manifold. Takeuchi and Amari defined the α -parallel prior, which generalized the Jeffreys prior by exploiting a higher-order geometric object, known as a Chentsov–Amari tensor. In this paper, we propose a new prior based on the Weyl structure on a statistical manifold. It turns out that our prior is a special case of the α -parallel prior with the parameter α equaling − n , where n is the dimension of the underlying statis

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D’Andrea, Amanda M. E., Vera L. D. Tomazella, Hassan M. Aljohani, et al. "Objective bayesian analysis for multiple repairable systems." PLOS ONE 16, no. 11 (2021): e0258581. http://dx.doi.org/10.1371/journal.pone.0258581.

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This article focus on the analysis of the reliability of multiple identical systems that can have multiple failures over time. A repairable system is defined as a system that can be restored to operating state in the event of a failure. This work under minimal repair, it is assumed that the failure has a power law intensity and the Bayesian approach is used to estimate the unknown parameters. The Bayesian estimators are obtained using two objective priors know as Jeffreys and reference priors. We proved that obtained reference prior is also a matching prior for both parameters, i.e., the credi

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Uhlig, Harald. "On Jeffreys Prior when Using the Exact Likelihood Function." Econometric Theory 10, no. 3-4 (1994): 633–44. http://dx.doi.org/10.1017/s0266466600008707.

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In this paper, we calculate Jeffreys prior for an AR(1) process with and without a constant and a time trend when using the exact likelihood function. We show how this prior can be calculated for the explosive region, even though the unconditional variance of the process is infinite. The calculations lend additional support to the Schotman-van Dijk [6] procedure for restricting the location and the variance of the time trend coefficient. The results show that flat priors are reasonable for the nonexplosive region in an AR(1) without a constant and a time trend where the variance is known and t

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Kwek, L. C., C. H. Oh, and Xiang-Bin Wang. "Quantum Jeffreys prior for displaced squeezed thermal states." Journal of Physics A: Mathematical and General 32, no. 37 (1999): 6613–18. http://dx.doi.org/10.1088/0305-4470/32/37/310.

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Dissertations / Theses on the topic "Jeffreys prior"

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Hornik, Kurt, and Bettina Grün. "On conjugate families and Jeffreys priors for von Mises-Fisher distributions." Elsevier, 2013. http://dx.doi.org/10.1016/j.jspi.2012.11.003.

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This paper discusses characteristics of standard conjugate priors and their induced posteriors in Bayesian inference for von Mises-Fisher distributions, using either the canonical natural exponential family or the more commonly employed polar coordinate parameterizations. We analyze when standard conjugate priors as well as posteriors are proper, and investigate the Jeffreys prior for the von Mises-Fisher family. Finally, we characterize the proper distributions in the standard conjugate family of the (matrixvalued) von Mises-Fisher distributions on Stiefel manifolds.

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Bioche, Christèle. "Approximation de lois impropres et applications." Thesis, Clermont-Ferrand 2, 2015. http://www.theses.fr/2015CLF22626/document.

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Le but de cette thèse est d’étudier l’approximation d’a priori impropres par des suites d’a priori propres. Nous définissons un mode de convergence sur les mesures de Radon strictement positives pour lequel une suite de mesures de probabilité peut admettre une mesure impropre pour limite. Ce mode de convergence, que nous appelons convergence q-vague, est indépendant du modèle statistique. Il permet de comprendre l’origine du paradoxe de Jeffreys-Lindley. Ensuite, nous nous intéressons à l’estimation de la taille d’une population. Nous considérons le modèle du removal sampling. Nous établissons

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Nogarotto, Danilo Covaes 1987. "Inferência bayesiana em modelos de regressão beta e beta inflacionados." [s.n.], 2013. http://repositorio.unicamp.br/jspui/handle/REPOSIP/306790.

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Orientador: Caio Lucidius Naberezny Azevedo<br>Dissertação (mestrado) - Universidade Estadual de Campinas, Instituto de Matemática Estatística e Computação Científica<br>Made available in DSpace on 2018-08-23T07:11:52Z (GMT). No. of bitstreams: 1 Nogarotto_DaniloCovaes_M.pdf: 12817108 bytes, checksum: 0e5e0de542d707f4023f5ef62dc40a82 (MD5) Previous issue date: 2013<br>Resumo: No presente trabalho desenvolvemos ferramentas de inferência bayesiana para modelos de regressão beta e beta inflacionados, em relação à estimação paramétrica e diagnóstico. Trabalhamos com modelos de regressão beta não

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MACARO, CHRISTIAN. "Topics on unobserved component detection for time series." Doctoral thesis, Università degli Studi di Roma "Tor Vergata", 2008. http://hdl.handle.net/2108/691.

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The Impact of Vintage on the Persistence of Gross Domestic Product Shocks. The first chapter of the thesis aims to demonstrate that the data revision process affects the persistence of gross domestic product shocks. The analysis is based on two alternative models, the Fractional Unit Root and the Linear Trend, and it benefits from new semiparametric procedures. The analysis of results seems to suggest that changes in the definition of the output significantly affects the performance of the models which are typically used to study the GDP series. - Seasonality in HighFrequency Data. T

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Grazian, Clara. "Contributions aux méthodes bayésiennes approchées pour modèles complexes." Thesis, Paris Sciences et Lettres (ComUE), 2016. http://www.theses.fr/2016PSLED001.

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Récemment, la grande complexité des applications modernes, par exemple dans la génétique, l’informatique, la finance, les sciences du climat, etc. a conduit à la proposition des nouveaux modèles qui peuvent décrire la réalité. Dans ces cas,méthodes MCMC classiques ne parviennent pas à rapprocher la distribution a posteriori, parce qu’ils sont trop lents pour étudier le space complet du paramètre. Nouveaux algorithmes ont été proposés pour gérer ces situations, où la fonction de vraisemblance est indisponible. Nous allons étudier nombreuses caractéristiques des modèles complexes: comment élimin

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Wang, Guojun. "Some Bayesian Methods in the Estimation of Parameters in the Measurement Error Models and Crossover Trial." University of Cincinnati / OhioLINK, 2004. http://rave.ohiolink.edu/etdc/view?acc_num=ucin1076852153.

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Li, Zhonggai. "Objective Bayesian Analysis of Kullback-Liebler Divergence of two Multivariate Normal Distributions with Common Covariance Matrix and Star-shape Gaussian Graphical Model." Diss., Virginia Tech, 2008. http://hdl.handle.net/10919/28121.

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This dissertation consists of four independent but related parts, each in a Chapter. The first part is an introductory. It serves as the background introduction and offer preparations for later parts. The second part discusses two population multivariate normal distributions with common covariance matrix. The goal for this part is to derive objective/non-informative priors for the parameterizations and use these priors to build up constructive random posteriors of the Kullback-Liebler (KL) divergence of the two multivariate normal populations, which is proportional to the distance between the

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Heard, Astrid. "APPLICATION OF STATISTICAL METHODS IN RISK AND RELIABILITY." Doctoral diss., University of Central Florida, 2005. http://digital.library.ucf.edu/cdm/ref/collection/ETD/id/2602.

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The dissertation considers construction of confidence intervals for a cumulative distribution function F(z) and its inverse at some fixed points z and u on the basis of an i.i.d. sample where the sample size is relatively small. The sample is modeled as having the flexible Generalized Gamma distribution with all three parameters being unknown. This approach can be viewed as an alternative to nonparametric techniques which do not specify distribution of X and lead to less efficient procedures. The confidence intervals are constructed by objective Bayesian methods and use the Jeffreys noninforma

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Guo, Yixuan. "Bayesian Model Selection for Poisson and Related Models." University of Cincinnati / OhioLINK, 2015. http://rave.ohiolink.edu/etdc/view?acc_num=ucin1439310177.

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Souza, Aline Campos Reis de. "Modelos de regressão linear heteroscedásticos com erros t-Student : uma abordagem bayesiana objetiva." Universidade Federal de São Carlos, 2016. https://repositorio.ufscar.br/handle/ufscar/7540.

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Submitted by Luciana Sebin (lusebin@ufscar.br) on 2016-09-26T18:57:40Z No. of bitstreams: 1 DissACRS.pdf: 1390452 bytes, checksum: a5365fdbf745228c0174f2643b3f7267 (MD5)<br>Approved for entry into archive by Marina Freitas (marinapf@ufscar.br) on 2016-09-27T19:59:56Z (GMT) No. of bitstreams: 1 DissACRS.pdf: 1390452 bytes, checksum: a5365fdbf745228c0174f2643b3f7267 (MD5)<br>Approved for entry into archive by Marina Freitas (marinapf@ufscar.br) on 2016-09-27T20:00:01Z (GMT) No. of bitstreams: 1 DissACRS.pdf: 1390452 bytes, checksum: a5365fdbf745228c0174f2643b3f7267 (MD5)<br>Made available in

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Books on the topic "Jeffreys prior"

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Bauman, Thomas. Holding the Stroll. University of Illinois Press, 2017. http://dx.doi.org/10.5406/illinois/9780252038365.003.0005.

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This chapter focuses on the Pekin Theater's vaudeville shows that pervaded The Stroll at the time. When the curtain had rung down on the final performance of The Husband, Robert T. Motts dismissed his stock company. J. Ed. Green resigned and decided to go into business by forming the Chester Amusement Company with Marion Brooks and A. W. Johnson. At the Pekin, Motts further strengthened and distinguished the musical profile of the house by reinstating a kind of music that had first drawn patrons there in 1904: concerts, motion pictures, and vaudeville acts featuring “society” performers such a

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Book chapters on the topic "Jeffreys prior"

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Firth, David. "Bias reduction, the Jeffreys prior and GLIM." In Advances in GLIM and Statistical Modelling. Springer New York, 1992. http://dx.doi.org/10.1007/978-1-4612-2952-0_15.

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Dasgupta, Ratan. "Coconut Plant Growth, Mahalanobis Distance, and Jeffreys’ Prior." In Growth Curve Models and Applications. Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-63886-7_5.

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Yanagimoto, Takemi, and Toshio Ohnishi. "A Characterization of Jeffreys’ Prior with Its Implications to Likelihood Inference." In Pioneering Works on Distribution Theory. Springer Singapore, 2020. http://dx.doi.org/10.1007/978-981-15-9663-6_6.

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Grazian, Clara, and Christian P. Robert. "Jeffreys’ Priors for Mixture Estimation." In Springer Proceedings in Mathematics & Statistics. Springer International Publishing, 2015. http://dx.doi.org/10.1007/978-3-319-16238-6_4.

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Firth, D. "Generalized Linear Models and Jeffreys Priors: An Iterative Weighted Least-Squares Approach." In Computational Statistics. Physica-Verlag HD, 1992. http://dx.doi.org/10.1007/978-3-662-26811-7_76.

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Févotte, Cédric, and Simon J. Godsill. "Blind Separation of Sparse Sources Using Jeffrey’s Inverse Prior and the EM Algorithm." In Independent Component Analysis and Blind Signal Separation. Springer Berlin Heidelberg, 2006. http://dx.doi.org/10.1007/11679363_74.

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Eifert, Erin P., Kalanka P. Jayalath, and Raj S. Chhikara. "Survival Analysis for the Inverse Gaussian Distribution: Natural Conjugate and Jeffrey’s Priors." In Emerging Topics in Statistics and Biostatistics. Springer International Publishing, 2012. http://dx.doi.org/10.1007/978-3-030-88658-5_13.

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Tao, Kaiyuan, Chuang Wang, Junli Xia, Yanfang Wang, and Weike Du. "Michael Jeffrey Jordan v. Trademark Review and Adjudication Board of the State Administration for Industry and Commerce of the People’s Republic of China & Jordan Sports Co., Ltd. (Administrative Disputes over Trademark)—Right to One’s Name May Constitute “Prior Right” Protected by Trademark Law." In Library of Selected Cases from the Chinese Court. Springer Singapore, 2019. http://dx.doi.org/10.1007/978-981-15-0342-9_2.

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Du, Weike, and Xian Tang. "Michael Jeffrey Jordan v. Trademark Review and Adjudication Board of the State Administration for Industry and Commerce of the People's Republic of China and Qiaodan Sports Products Co., Ltd. [Administrative Dispute over (Graphics) Trademark Infringement]: Requirements for Protecting the Prior Right of Image in Trademark Administrative Cases." In Library of Selected Cases from the Chinese Court. Springer Singapore, 2021. http://dx.doi.org/10.1007/978-981-15-9136-5_32.

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"Appendix D Jeffreys Prior." In Practical Applications of Bayesian Reliability. John Wiley & Sons, Ltd, 2019. http://dx.doi.org/10.1002/9781119287995.app4.

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Conference papers on the topic "Jeffreys prior"

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Motomura, Yoichi. "Jeffreys' prior for layered neural networks." In SPIE's 1995 Symposium on OE/Aerospace Sensing and Dual Use Photonics, edited by Steven K. Rogers and Dennis W. Ruck. SPIE, 1995. http://dx.doi.org/10.1117/12.205194.

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Nguyen, Tam, Raviv Raich, and Phung Lai. "Jeffreys prior regularization for logistic regression." In 2016 IEEE Statistical Signal Processing Workshop (SSP). IEEE, 2016. http://dx.doi.org/10.1109/ssp.2016.7551820.

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