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经济时间序列的贝叶斯预测AI 解读

A model is suggested to forecast economic time series. This model incorporates some innovative ideas of Harrison and Stevens [20] for building into the forecasting process important external shocks to the systems. Thus the occurrence of possibly significant real-world events may cause a fundamental change in the time series in question. The Jeffreys-Savage (JS) Bayesian theory of hypothesis testing is used to test the hypothesis that a particular event has been such as to…

透过新古典宏观视角看名义货币与实际产出的贝叶斯分析：评论AI 解读

Bruce M. Hill, [A Bayesian View of Nominal Money and Real Output through a New Classical Macroeconomic Window]: Comment, Journal of Business & Economic Statistics, Vol. 9, No. 2 (Apr., 1991), pp. 149-150

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贝叶斯非参数生存分析AI 解读

This article considers a Bayesian nonparametric approach to a (right) censored data problem. Although the results are applicable to a wide variety of such problems, including reliability analysis, the discussion centers on medical survival studies. We extend the posterior distribution of percentiles given by Hill (1968) to obtain predictive posterior probabilities for the survival of one or more new patients, using data from other individuals having the same disease and…

贝叶斯非参数生存分析AI 解读

This article considers a Bayesian nonparametric approach to a (right) censored data problem. Although the results are applicable to a wide variety of such problems, including reliability analysis, the discussion centers on medical survival studies. We extend the posterior distribution of percentiles given by Hill (1968) to obtain predictive posterior probabilities for the survival of one or more new patients, using data from other individuals having the same disease and…

评论：借助 Freedman 式协变量处理无应答问题的贝叶斯视角AI 解读

David Freedman has presented an ingenious and deceptively simple argument that should prove to be of value in many nonrespondent problems. I would like to discuss both the general form of the argument and the specific details from a subjective Bayesian viewpoint, as I believe the argument implicitly involves some delicate questions that are best understood from this viewpoint. The basic structure of Freedman's argument is that although he concedes in general that there may…

有限总体物种数的后验矩与发现新物种的后验概率AI 解读

By using a model of Hill for sampling from a finite population, the posterior moments of the number of species in the population and the posterior probability of finding a new species are obtained. Results are based on a negative binomial prior distribution on the number of species in the population and are appropriate for sampling both with and without replacement.

分布尾部推断的一种简单通用方法AI 解读

A simple general approach to inference about the tail behavior of a distribution is proposed. It is not required to assume any global form for the distribution function, but merely the form of behavior in the tail where it is desired to draw inference. Results are particularly simple for distributions of the Zipf type, i.e., where $G(y) = 1 - Cy^{-\alpha}$ for large $y$. The methods of inference are based upon an evaluation of the conditional likelihood for the parameters…

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离散情形下似然函数的异常行为AI 解读

An example is given in which the likelihood ratio in favor of a true hypothesis, as opposed to some member of a countable family of pre- specified alternative hypotheses, tends to zero as the sample size becomes large, for any data. A slight modification of this example reveals a similar phenomenon, even when both data and parameter can take on only a known finite set of values.

齐普夫定律的排名—频数形式AI 解读

Suppose that there are K regions in a country, with Ni people and Mi cities in the ith region. Let Ni be large, Mi random, given Ni , and such that the distribution of M i N i –1, given Ni , converges to a limiting distribution F, with F(x) ∼ Cx γ as x → 0, γ > 0. Let L (r) be the size of the rth largest city in the country. If, given Mi and Ni , there is a Bose-Einstein allocation of the Ni people to the Mi cities in region i, independently for the various regions, then a…

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齐普夫定律与总体构成的先验分布AI 解读

The limiting distribution of frequencies of frequencies as the population size becomes large is obtained under Bose-Einstein and Maxwell-Boltzmann forms of the classical occupancy problem, when the number of cells is random and has a prior distribution. A rich variety of limiting distributions is obtained, including weak forms of Zipf's Law and the Fisher logarithmic series distribution. Lizards are compared to the weak form of Zipf's Law, and some speculations are made in…

Zipf 定律与总体构成的先验分布AI 解读

The limiting distribution of frequencies of frequencies as the population size becomes large is obtained under Bose-Einstein and Maxwell-Boltzmann forms of the classical occupancy problem, when the number of cells is random and has a prior distribution. A rich variety of limiting distributions is obtained, including weak forms of Zipf's Law and the Fisher logarithmic series distribution. Lizards are compared to the weak form of Zipf's Law, and some speculations are made in…

百分位数的后验分布：有限总体抽样中的贝叶斯推断AI 解读

A Bayesian approach to inference about the percentiles and other characteristics of a finite population is proposed. The approach does not depend upon, though it need not exclude, the use of parametric models.Some related questions concerning the existence of exchangeable distributions are considered. It is shown that there are no countably additive exchangeable distributions on the space of observations which give ties probability 0 and for which a next observation is…

随机效应模型中的相关误差AI 解读

The usual one-way random model for the analysis of variance is broadened to allow for negative correlation between true residuals in the same row or cluster. This gives rise to an essential unidentifiability of parameters. Nonetheless, the likelihood function is typically such that the joint posterior distribution of all parameters is quite informative and there is enormous evidence for negative correlation whenever the sum of squares within is sufficiently large. Indeed, as…

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单因素模型中的方差分量推断AI 解读

The estimation of variance components in the one-way model is considered from a subjective Bayesian point of view. The situation in which the classical unbiased estimate of the between variance component is negative is explored in some detail. Exact and approximate posterior distributions are obtained in both the balanced and unbalanced case. Common sense aspects of the problem are emphasized, and some contrasts with other approaches. For example, Bayesianly speaking, a…

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