The primary objective of this paper is to review several results available in the statistical literature pertaining to the problem of hierarchical estimation. Some relevant extensions are derived for the problem of re...
详细信息
The primary objective of this paper is to review several results available in the statistical literature pertaining to the problem of hierarchical estimation. Some relevant extensions are derived for the problem of reconstructing the globally optimal estimate based on local estimates transmitted by feeder nodes. Their utilisty is next demonstrated with characterizations and examples pertaining to common scenarios in decentralized estimation problems.
Let X, Y and Z be independent random variables with common unknown distribution F. Using the Dirichlet process prior for F and squared erro loss function, the Bayes and empirical Bayes estimators of the parameters λ(...
详细信息
Let X, Y and Z be independent random variables with common unknown distribution F. Using the Dirichlet process prior for F and squared erro loss function, the Bayes and empirical Bayes estimators of the parameters λ(F). the probability that Z > X + Y, are derived. The limiting Bayes estimator of λ(F) under some conditions on the parameter of the process is shown to be asymptotically normal. The aysmptotic optimality of the empirical Bayes estimator of λ(F) is established. When X, Y and Z have support on the positive real line, these results are derived for randomly right censored data. This problem relates to testing whether than used discussed by Hollander and Proshcan (1972) and Chen, Hollander and Langberg (1983).
作者：
Haseman, J.K.Wlnbush, J.S.Statistics and Biomathematics Branch
Biometry and Risk Assessment Program National Institute of Environmental Health Sciences North Carolina 27709 P.O. Box 12233 Research Triangle Park United States Division of Mathematics
Center for Food Safety and Applied Nutrition Food and Drug Administration Washington D.C 20204 United States
Use of Dual Control Groups to Estimate False Positive Rates in Laboratory Animal Carcinogenicity Studies. HASEMAN, J.K., WINBUSH, J.S., AND O'DONNELL, M.W., JR. (1986). Fun-dam. Appl. Toxicol. 7, 573-584. Tumor in...
A nonparametric formulation is set up for selecting the best one of k populations. “Best” is defined as the one with the smallest inter(a,e)-range, a measure of dispersion defined by the difference of the 6th quanti...
详细信息
The Athens Conference on applied Probability and Time Series in 1995 brought together researchers from across the world. The published papers appear in two volumes.;includes papers on applied probability in Honor of J...
详细信息
ISBN:
(数字)9781461207498
ISBN:
(纸本)9780387947884
The Athens Conference on applied Probability and Time Series in 1995 brought together researchers from across the world. The published papers appear in two volumes.;includes papers on applied probability in Honor of J.M. Gani. The topics include probability and probabilistic methods in recursive algorithms and stochastic models, Markov and other stochastic models such as Markov chains, branching processes and semi-Markov systems, biomathematical and genetic models, epidemilogical models including S-I-R (Susceptible-Infective-Removal), household and AIDS epidemics, financial models for option pricing and optimization problems, random walks, queues and their waiting times, and spatial models for earthquakes and inference on spatial models.
Simulation-based methods for statistical inference have evolved dramatically over the past 50 years, keeping pace with technological advancements. The field is undergoing a new revolution as it embraces the representa...
Simulation-based methods for statistical inference have evolved dramatically over the past 50 years, keeping pace with technological advancements. The field is undergoing a new revolution as it embraces the representational capacity of neural networks, optimization libraries, and graphics processing units for learning complex mappings between data and inferential targets. The resulting tools are amortized, in the sense that, after an initial setup cost, they allow rapid inference through fast feed-forward operations. In this article we review recent progress in the context of point estimation, approximate Bayesian inference, summary-statistic construction, and likelihood approximation. We also cover software and include a simple illustration to showcase the wide array of tools available for amortized inference and the benefits they offer over Markov chain Monte Carlo methods. The article concludes with an overview of relevant topics and an outlook on future research directions.
This IMA Volume in Mathematics and its Applications MULTIDIMENSIONAL HYPERBOLIC PROBLEMS AND COMPUTATIONS is based on the proceedings of a workshop which was an integral part ofthe 1988-89 IMA program on NONLINEAR WAV...
详细信息
ISBN:
(数字)9781461391210
ISBN:
(纸本)9781461391234
This IMA Volume in Mathematics and its Applications MULTIDIMENSIONAL HYPERBOLIC PROBLEMS AND COMPUTATIONS is based on the proceedings of a workshop which was an integral part ofthe 1988-89 IMA program on NONLINEAR WAVES. We are grateful to the Scientific Commit tee: James Glimm, Daniel Joseph, Barbara Keyfitz, Andrew Majda, Alan Newell, Peter Olver, David Sattinger and David Schaeffer for planning and implementing an exciting and stimulating year-long program. We especially thank the Work shop Organizers, Andrew Majda and James Glimm, for bringing together many of the major figures in a variety of research fields connected with multidimensional hyperbolic problems. A vner Friedman Willard Miller PREFACE A primary goal of the IMA workshop on Multidimensional Hyperbolic Problems and Computations from April 3-14, 1989 was to emphasize the interdisciplinary nature of contemporary research in this field involving the combination of ideas from the theory of nonlinear partial differential equations, asymptotic methods, numerical computation, and experiments. The twenty-six papers in this volume span a wide cross-section of this research including some papers on the kinetic theory of gases and vortex sheets for incompressible flow in addition to many papers on systems of hyperbolic conservation laws. This volume includes several papers on asymptotic methods such as nonlinear geometric optics, a number of articles applying numerical algorithms such as higher order Godunov methods and front tracking to physical problems along with comparison to experimental data, and also several interesting papers on the rigorous mathematical theory of shock waves.
暂无评论