| 非线性贝叶斯动态模型的重要性再抽样(英文) |
| |
| 引用本文： | 苏兵,高理峰.非线性贝叶斯动态模型的重要性再抽样(英文)[J].数学杂志,2012,32(2):206-210. |
| |
| 作者姓名： | 苏兵 高理峰 |
| |
| 作者单位： | 临沂大学理学院,山东临沂,276005 |
| |
| 基金项目： | Supported by the Humanities and Social Science Fund of the Ministry of Education (10YAJ720035) |
| |
| 摘 要： | 本文研究了非线性贝叶斯动态模型的随机模拟.在更宽泛的先验分布假设下.利用重要性再抽样的方法,以"样本"代替"分布",实现了对模型的后验推断、预测和模型选择,扩张了贝叶斯动态模型的应用领域.
|
| 关 键 词： | 动态模型 重要性再抽样 后验推断 贝叶斯因子 |
SAMPLING IMPORTANCE RE-SAMPLING FOR NONLINEAR BAYESIAN DYNAMIC MODELS |
| |
| SU Bing
,
GAO Li-fengc.SAMPLING IMPORTANCE RE-SAMPLING FOR NONLINEAR BAYESIAN DYNAMIC MODELS[J].Journal of Mathematics,2012,32(2):206-210. |
| |
| Authors: | SU Bing GAO Li-fengc |
| |
| Institution: | (School of Science,Linyi University,Linyi 276005,China) |
| |
| Abstract: | In this paper,the random simulation of Bayesian dynamic models(BDMs) is investigated.With wider assumptions for prior distribution,we exert the sampling importance re-sampling(SIR) to yield all samples instead of original distributions that can make the posterior inferences,the observation predictions,and the model selection.Based on our method,BDMS can be used in more fields. |
| |
| Keywords: | dynamic models sampling importance re-sampling posterior inference Bayes factor |
| 本文献已被 CNKI 万方数据 等数据库收录！ |
|
