| 广义非参数回归的B样本贝叶斯估计 |
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| 引用本文： | 卢一强,茆诗松.广义非参数回归的B样本贝叶斯估计[J].应用数学,2005,18(1):8-13. |
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| 作者姓名： | 卢一强 茆诗松 |
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| 作者单位： | 1. 解放军信息工程大学电子技术学院,郑州,450004
2. 华东师范大学统计系,上海,200062 |
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| 摘 要： | 本文主要研究广义非参数模型B样条Bayes估计 .将回归函数按照B样条基展开 ,我们不具体选择节点的个数 ,而是节点个数取均匀的无信息先验 ,样条函数系数取正态先验 ,用B样条函数的后验均值估计回归函数 .并给出了回归函数B样条Bayes估计的MCMC的模拟计算方法 .通过对Logistic非参数回归的模拟研究 ,表明B样条Bayes估计得到了很好的估计效果
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| 关 键 词： | 广义非参数回归 B样条函数 非参数的Bayes估计 Laplace’smethod 重要抽样 MCMC模拟 |
| 文章编号： | 1001-9847(2005)01-0008-06 |
B-spline Bayesian Estimation of the Generalized Nonparameter Models |
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| LU Yi qiang ,MAO Shi song.B-spline Bayesian Estimation of the Generalized Nonparameter Models[J].Mathematica Applicata,2005,18(1):8-13. |
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| Authors: | LU Yi qiang MAO Shi song |
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| Institution: | LU Yi qiang 1,MAO Shi song 2 |
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| Abstract: | This article makes an approach with the B spline Bayesian Estimation of the generalized nonparameter models.The nonparametric regression function is approximated by B spline function and estimated by the posterior mean of B spline function.The algorithm of the MCMC posterior sumilation is given.The simulated examples are used to show that the regression function of generalized nonparameter models can be estimated well by B spline Bayesian method. |
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| Keywords: | Generalized nonparameter models B spline function Nonparameter Bayesian estimator Laplace's method Important sample Reversable jumped MCMC sumilation |
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