| ??????????????¶??????????к?????????? |
| |
| 引用本文： | ????,?ε???.?????????????????????????к??????????[J].应用概率统计,2017,33(1):21-31. |
| |
| 作者姓名： | ???? ?ε??? |
| |
| 作者单位： | ??????????????, ??????????????? |
| |
| 摘 要： |
|
| 关 键 词： | ??????? ???????? Gibbs???? Metropolis-Hasting???? |
Improper and Proper Posteriors with Improper Priors in Multivariate Linear Model |
| |
| HE Lei,HE DaoJiang.Improper and Proper Posteriors with Improper Priors in Multivariate Linear Model[J].Chinese Journal of Applied Probability and Statisties,2017,33(1):21-31. |
| |
| Authors: | HE Lei HE DaoJiang |
| |
| Institution: | Department of Statistics, Anhui Normal University, College of Mathematics and Science, Shanghai Normal University |
| |
| Abstract: | In Bayesian analysis, the Markov Chain Monte Carlo (MCMC)
algorithm is an efficient and simple method to compute posteriors. However, the
chain may appear to converge while the posterior is improper, which will leads
to incorrect statistical inferences. In this paper, we focus on the necessary and
sufficient conditions for which improper hierarchical priors can yield proper
posteriors in a multivariate linear model. In addition, we carry out a simulation
study to illustrate the theoretical results, in which the Gibbs sampling and
Metropolis-Hasting sampling are employed to generate the posteriors. |
| |
| Keywords: | hierarchical priors proper posteriors Gibbs sampling Metropolis-Hasting sampling |
|
| 点击此处可从《应用概率统计》浏览原始摘要信息 |
| 点击此处可从《应用概率统计》下载免费的PDF全文 |
