基于DIC(Deviance Information Criterion)信息准则、BGR(Brooks-Gelman-Rubin)诊断原理、蒙特卡洛仿真误差及模型参数和可靠性指标后验估计的区间长度,提出了数控机床贝叶斯可靠性模型的综合评价方法.给出了不同先验下用于Gibbs抽样的...基于DIC(Deviance Information Criterion)信息准则、BGR(Brooks-Gelman-Rubin)诊断原理、蒙特卡洛仿真误差及模型参数和可靠性指标后验估计的区间长度,提出了数控机床贝叶斯可靠性模型的综合评价方法.给出了不同先验下用于Gibbs抽样的幂律过程模型参数的后验分布,并利用马尔科夫链蒙特卡洛法获得了模型参数和可靠性指标的贝叶斯点估计和区间估计.通过2个工程实例进行验证,结果表明,幂律过程模型各项评价指标均优于Weibull分布模型,适用于小样本故障数据数控机床的可靠性评估.展开更多
提出一种基于偏差信息准则(deriance information criterion,DIC)的鲁棒贝叶斯混合分布模型选择算法.在变分逼近框架下,给出鲁棒贝叶斯混合模型的DIC计算公式;设计的模型选择算法能同时学习模型参数推断和进行模型选择,避免在大的候选...提出一种基于偏差信息准则(deriance information criterion,DIC)的鲁棒贝叶斯混合分布模型选择算法.在变分逼近框架下,给出鲁棒贝叶斯混合模型的DIC计算公式;设计的模型选择算法能同时学习模型参数推断和进行模型选择,避免在大的候选模型集中根据模型选择准则选取最优模型.给出试验参数初始值设置方法,在含有较多离群点的仿真数据和Old Faithful Geyser数据上的试验结果表明了好的性能:得到鲁棒的混合分量参数和较准确的混合分量个数.展开更多
Global spread of infectious disease threatens the well-being of human, domestic, and wildlife health. A proper understanding of global distribution of these diseases is an important part of disease management and poli...Global spread of infectious disease threatens the well-being of human, domestic, and wildlife health. A proper understanding of global distribution of these diseases is an important part of disease management and policy making. However, data are subject to complexities by heterogeneity across host classes. The use of frequentist methods in biostatistics and epidemiology is common and is therefore extensively utilized in answering varied research questions. In this paper, we applied the hierarchical Bayesian approach to study the spatial distribution of tuberculosis in Kenya. The focus was to identify best fitting model for modeling TB relative risk in Kenya. The Markov Chain Monte Carlo (MCMC) method via WinBUGS and R packages was used for simulations. The Deviance Information Criterion (DIC) proposed by [1] was used for models comparison and selection. Among the models considered, unstructured heterogeneity model perfumes better in terms of modeling and mapping TB RR in Kenya. Variation in TB risk is observed among Kenya counties and clustering among counties with high TB Relative Risk (RR). HIV prevalence is identified as the dominant determinant of TB. We find clustering and heterogeneity of risk among high rate counties. Although the approaches are less than ideal, we hope that our formulations provide a useful stepping stone in the development of spatial methodology for the statistical analysis of risk from TB in Kenya.展开更多
Proper understanding of global distribution of infectious diseases is an important part of disease management and policy making. However, data are subject to complexities caused by heterogeneities across host classes ...Proper understanding of global distribution of infectious diseases is an important part of disease management and policy making. However, data are subject to complexities caused by heterogeneities across host classes and space-time epidemic processes. This paper seeks to suggest or propose Bayesian spatio-temporal model for modeling and mapping tuberculosis relative risks in space and time as well identify risks factors associated with the tuberculosis and counties in Kenya with high tuberculosis relative risks. In this paper, we used spatio-temporal Bayesian hierarchical models to study the pattern of tuberculosis relative risks in Kenya. The Markov Chain Monte Carlo method via WinBUGS and R packages were used for simulations and estimation of the parameter estimates. The best fitting model is selected using the Deviance Information Criterion proposed by Spiegelhalter and colleagues. Among the spatio-temporal models used, the Knorr-Held model with space-time interaction type III and IV fit the data well but type IV appears better than type III. Variation in tuberculosis risk is observed among Kenya counties and clustering among counties with high tuberculosis relative risks. The prevalence of HIV is identified as the determinant of TB. We found clustering and heterogeneity of TB risk among high rate counties and the overall tuberculosis risk is slightly decreasing from 2002-2009. We proposed that the Knorr-Held model with interaction type IV should be used to model and map Kenyan tuberculosis relative risks. Interaction of TB relative risk in space and time increases among rural counties that share boundaries with urban counties with high tuberculosis risk. This is due to the ability of models to borrow strength from neighboring counties, such that nearby counties have similar risk. Although the approaches are less than ideal, we hope that our study provide a useful stepping stone in the development of spatial and spatio-temporal methodology for the statistical analysis of risk from tuberculosis in Kenya.展开更多
针对国际学生评估项目2015年数据(PISA),采用单参数、双参数和三参数的项目反应模型进行建模,在每个模型下,分别采用logistic连接函数和probit连接函数。针对6个模型,应用偏差信息准则(Deviance Information Criterion,DIC)和伪边际似...针对国际学生评估项目2015年数据(PISA),采用单参数、双参数和三参数的项目反应模型进行建模,在每个模型下,分别采用logistic连接函数和probit连接函数。针对6个模型,应用偏差信息准则(Deviance Information Criterion,DIC)和伪边际似然对数(Logarithm of Pseudo-Marginal Likelihood,LPML)进行模型评价和模型选择。结果表明,当连接函数为logistic双参数的项目反应模型表现最好,因为这个模型下的DIC值最小,并且LPML值最大。我们采用R软件nimble包进行编程。展开更多
In order to measure the uncertainty of financial asset returns in the stock market, this paper presents a new model, called SV-dt C model, a stochastic volatility(SV) model assuming that the stock return has a doubly ...In order to measure the uncertainty of financial asset returns in the stock market, this paper presents a new model, called SV-dt C model, a stochastic volatility(SV) model assuming that the stock return has a doubly truncated Cauchy distribution, which takes into account the high peak and fat tail of the empirical distribution simultaneously. Under the Bayesian framework, a prior and posterior analysis for the parameters is made and Markov Chain Monte Carlo(MCMC) is used for computing the posterior estimates of the model parameters and forecasting in the empirical application of Shanghai Stock Exchange Composite Index(SSECI) with respect to the proposed SV-dt C model and two classic SV-N(SV model with Normal distribution)and SV-T(SV model with Student-t distribution) models. The empirical analysis shows that the proposed SV-dt C model has better performance by model checking, including independence test(Projection correlation test), Kolmogorov-Smirnov test(K-S test) and Q-Q plot. Additionally, deviance information criterion(DIC) also shows that the proposed model has a significant improvement in model fit over the others.展开更多
文摘基于DIC(Deviance Information Criterion)信息准则、BGR(Brooks-Gelman-Rubin)诊断原理、蒙特卡洛仿真误差及模型参数和可靠性指标后验估计的区间长度,提出了数控机床贝叶斯可靠性模型的综合评价方法.给出了不同先验下用于Gibbs抽样的幂律过程模型参数的后验分布,并利用马尔科夫链蒙特卡洛法获得了模型参数和可靠性指标的贝叶斯点估计和区间估计.通过2个工程实例进行验证,结果表明,幂律过程模型各项评价指标均优于Weibull分布模型,适用于小样本故障数据数控机床的可靠性评估.
文摘提出一种基于偏差信息准则(deriance information criterion,DIC)的鲁棒贝叶斯混合分布模型选择算法.在变分逼近框架下,给出鲁棒贝叶斯混合模型的DIC计算公式;设计的模型选择算法能同时学习模型参数推断和进行模型选择,避免在大的候选模型集中根据模型选择准则选取最优模型.给出试验参数初始值设置方法,在含有较多离群点的仿真数据和Old Faithful Geyser数据上的试验结果表明了好的性能:得到鲁棒的混合分量参数和较准确的混合分量个数.
文摘Global spread of infectious disease threatens the well-being of human, domestic, and wildlife health. A proper understanding of global distribution of these diseases is an important part of disease management and policy making. However, data are subject to complexities by heterogeneity across host classes. The use of frequentist methods in biostatistics and epidemiology is common and is therefore extensively utilized in answering varied research questions. In this paper, we applied the hierarchical Bayesian approach to study the spatial distribution of tuberculosis in Kenya. The focus was to identify best fitting model for modeling TB relative risk in Kenya. The Markov Chain Monte Carlo (MCMC) method via WinBUGS and R packages was used for simulations. The Deviance Information Criterion (DIC) proposed by [1] was used for models comparison and selection. Among the models considered, unstructured heterogeneity model perfumes better in terms of modeling and mapping TB RR in Kenya. Variation in TB risk is observed among Kenya counties and clustering among counties with high TB Relative Risk (RR). HIV prevalence is identified as the dominant determinant of TB. We find clustering and heterogeneity of risk among high rate counties. Although the approaches are less than ideal, we hope that our formulations provide a useful stepping stone in the development of spatial methodology for the statistical analysis of risk from TB in Kenya.
文摘Proper understanding of global distribution of infectious diseases is an important part of disease management and policy making. However, data are subject to complexities caused by heterogeneities across host classes and space-time epidemic processes. This paper seeks to suggest or propose Bayesian spatio-temporal model for modeling and mapping tuberculosis relative risks in space and time as well identify risks factors associated with the tuberculosis and counties in Kenya with high tuberculosis relative risks. In this paper, we used spatio-temporal Bayesian hierarchical models to study the pattern of tuberculosis relative risks in Kenya. The Markov Chain Monte Carlo method via WinBUGS and R packages were used for simulations and estimation of the parameter estimates. The best fitting model is selected using the Deviance Information Criterion proposed by Spiegelhalter and colleagues. Among the spatio-temporal models used, the Knorr-Held model with space-time interaction type III and IV fit the data well but type IV appears better than type III. Variation in tuberculosis risk is observed among Kenya counties and clustering among counties with high tuberculosis relative risks. The prevalence of HIV is identified as the determinant of TB. We found clustering and heterogeneity of TB risk among high rate counties and the overall tuberculosis risk is slightly decreasing from 2002-2009. We proposed that the Knorr-Held model with interaction type IV should be used to model and map Kenyan tuberculosis relative risks. Interaction of TB relative risk in space and time increases among rural counties that share boundaries with urban counties with high tuberculosis risk. This is due to the ability of models to borrow strength from neighboring counties, such that nearby counties have similar risk. Although the approaches are less than ideal, we hope that our study provide a useful stepping stone in the development of spatial and spatio-temporal methodology for the statistical analysis of risk from tuberculosis in Kenya.
文摘针对国际学生评估项目2015年数据(PISA),采用单参数、双参数和三参数的项目反应模型进行建模,在每个模型下,分别采用logistic连接函数和probit连接函数。针对6个模型,应用偏差信息准则(Deviance Information Criterion,DIC)和伪边际似然对数(Logarithm of Pseudo-Marginal Likelihood,LPML)进行模型评价和模型选择。结果表明,当连接函数为logistic双参数的项目反应模型表现最好,因为这个模型下的DIC值最小,并且LPML值最大。我们采用R软件nimble包进行编程。
基金supported by the Open Fund of State Key Laboratory of New Metal Materials,Beijing University of Science and Technology (No.2022Z-18)。
文摘In order to measure the uncertainty of financial asset returns in the stock market, this paper presents a new model, called SV-dt C model, a stochastic volatility(SV) model assuming that the stock return has a doubly truncated Cauchy distribution, which takes into account the high peak and fat tail of the empirical distribution simultaneously. Under the Bayesian framework, a prior and posterior analysis for the parameters is made and Markov Chain Monte Carlo(MCMC) is used for computing the posterior estimates of the model parameters and forecasting in the empirical application of Shanghai Stock Exchange Composite Index(SSECI) with respect to the proposed SV-dt C model and two classic SV-N(SV model with Normal distribution)and SV-T(SV model with Student-t distribution) models. The empirical analysis shows that the proposed SV-dt C model has better performance by model checking, including independence test(Projection correlation test), Kolmogorov-Smirnov test(K-S test) and Q-Q plot. Additionally, deviance information criterion(DIC) also shows that the proposed model has a significant improvement in model fit over the others.
