| 泊松逆高斯回归模型的贝叶斯统计推断 |
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| 引用本文： | 赵远英,徐登可,冉,庆.泊松逆高斯回归模型的贝叶斯统计推断[J].应用数学,2021,34(2):253-261. |
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| 作者姓名： | 赵远英 徐登可 冉 庆 |
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| 作者单位： | 1. 贵阳学院数学与信息科学学院, 贵州 贵阳 550005; 2. 浙江农林大学统计系, 浙江 杭州 311300; 3. 贵阳市第七中学数学组, 贵州 贵阳 550001 |
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| 基金项目： | 国家自然科学基金项目(11761016,11801514);2018年度贵州省高层次创新型人才项目;贵州省教育厅自然科学研究资助项目(黔教合KY字[2013]110)。 |
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| 摘 要： | 本文研究泊松逆高斯回归模型的贝叶斯统计推断.基于应用Gibbs抽样,Metropolis-Hastings算法以及Multiple-Try Metropolis算法等MCMC统计方法计算模型未知参数和潜变量的联合贝叶斯估计,并引入两个拟合优度统计量来评价提出的泊松逆高斯回归模型的合理性.若干模拟研究与一个实证分析说明方法的可行性.
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| 关 键 词： | 贝叶斯估计 GIBBS抽样 拟合优度统计量 Metropolis-Hastings算法 Multiple-Try Metropolis算法 泊松逆高斯回归模型 |
| 收稿时间： | 2020/3/13 0:00:00 |
Bayesian Statistical Inferences for Poisson Inverse Gaussian Regression Models |
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| ZHAO Yuanying,XU Dengke,RAN Qing.Bayesian Statistical Inferences for Poisson Inverse Gaussian Regression Models[J].Mathematica Applicata,2021,34(2):253-261. |
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| Authors: | ZHAO Yuanying XU Dengke RAN Qing |
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| Institution: | (College of Mathematics and Information Science,Guiyang University,Guiyang 550005,China;Department of Statistics,Zhejiang Agriculture and Forestry University,Hangzhou 311300,China;Department of Mathematics,Guiyang No.7 Middle School,Guiyang 550001,China) |
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| Abstract: | Bayesian statistical inferences for the Poisson inverse Gaussian regression models are studied in this paper.MCMC techniques containing the Gibbs sampler and the Metropolis-Hastings algorithm as well as the Multiple-Try Metropolis algorithm are used to calculate joints the Bayesian estimations of unknown parameters and the latent variables,the two goodness-of-fit statistics for assessing the plausibility of the posited Poisson inverse Gaussian regression Models are introduced.The proposed methodology is demonstrated by using simulation studies and a real example. |
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| Keywords: | Bayesian estimation Gibbs sampler Goodness-of-fit statistic Metropolis-Hastings algorithm Multiple-Try Metropolis algorithm Poisson inverse Gaussian regression model |
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