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基于Gibbs抽样正态混合模型的参数估计 被引量:2

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摘要 文章运用Gibbs抽样方法,推导了正态混合模型参数估计的迭代公式,并且进行了计算机模拟,得到了较好的效果。
出处 《统计与决策》 CSSCI 北大核心 2009年第9期28-29,共2页 Statistics & Decision
基金 浙江省教育厅资助项目(20050151) 浙江林学院基金资助项目(2351000809)
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参考文献5

  • 1Geman, Geman D. Stochastic Relaxation,Gibbs Distribution and the Bayesian Restoration of Images [J].IEEE Trans on Pattern Analysis and Machine Intelligence,1984,(6).
  • 2Tanner M A, Wong W H. The Calculation of Posterior Distributions by Data Augmentation (with Discussion) [J].Journal of the American statistical Association,1987,(82).
  • 3Gelfand A Smith A. Sampling based Approaches to Calculating Marginal Densities [J].Journal of the American Statistical Association,1990, 85.
  • 4张香云,汪四水.基于EM算法的高斯混合密度参数估计[J].杭州师范学院学报(自然科学版),2005,4(5):349-352. 被引量:3
  • 5张香云.Gibbs抽样在不同缺失率下的参数估计[J].统计与决策,2008,24(4):23-24. 被引量:5

二级参考文献7

  • 1李希菲,洪玲霞.用哑变量法求算立地指数曲线族的研究[J].林业科学研究,1997,10(2):215-219. 被引量:18
  • 2[1]Dempster, A. P. , Laird, n. m. , Rubin, d. b. Maximan likelihood estimation from incomplete data via the algorithm[J]. J. Roy statist Soc.B. 1977,39:1~38.
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  • 5Ceman, S. and Geman, D. Stochastic Relaxation,Gibbs Distribution and the Bayesian Restoration of Images [J].IEEE Trans on Pattern Analysis and Machine Intelligence,1984,(6).
  • 6Tanner,M.A. and Wong,W.H. The Calculation of Posterior Distributions by Data Augmentation (with discussion) [J]. J.Am.Statist. Assoc,1987,(82).
  • 7Gelfand,A. and Smith,A. Sampling Based Approaches to Calculating Marginal Densities[J]. J.Am.Statist. Assoc,1990,(85).

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