| 基于SA-MCMC算法的非线性测量误差模型数据删除影响 |
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| 引用本文： | 徐亮,李艳,林金官,夏乐天. 基于SA-MCMC算法的非线性测量误差模型数据删除影响[J]. 河海大学学报(自然科学版), 2009, 37(4): 492-494. DOI: 10.3876/j.issn.1000-1980.2009.04.026 |
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| 作者姓名： | 徐亮 李艳 林金官 夏乐天 |
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| 作者单位： | 东南大学数学系,江苏,南京,210096;河海大学理学院,江苏,南京,210098 |
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| 基金项目： | 江苏省自然科学基金，东南大学校基金 |
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| 摘 要： | 为了研究非线性测量误差模型强影响点的识别问题,首先将非线性测量误差模型中存在误差的不可观测的数据当作缺失数据,利用SA-MCMC算法求得模型参数的最大似然估计,然后用Q函数代替可观测数据的对数似然函数进行影响分析,得到了建立在Q函数基础上的广义Cook距离及其一步近似,最后通过算例说明了诊断统计量的有效性.
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| 关 键 词： | 缺失数据 MH算法 SA-MCMC算法 Q函数 Cook距离 数据删除 |
| 修稿时间： | 2009-08-10 |
Deletion influence of nonlinear measurement error models based on SA-MCMC algorithms |
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| XU Liang,LI Yan,LIN Jin-guan,Xia Le-tian. Deletion influence of nonlinear measurement error models based on SA-MCMC algorithms[J]. Journal of Hohai University (Natural Sciences ), 2009, 37(4): 492-494. DOI: 10.3876/j.issn.1000-1980.2009.04.026 |
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| Authors: | XU Liang LI Yan LIN Jin-guan Xia Le-tian |
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| Affiliation: | 1.Department of Mathematics;Southeast University;Nanjing 210096;China;2.College of Science;Hohai University;Nanjing 210098;China |
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| Abstract: | The deletion measures for nonlinear measurement error models were studied.The unobservable measurement errors were treated as the missing data.The maximum likelihood estimates were obtained using the stochastic approximation algorithms with the Markov Chain Monte Carlo(SA-MCMC) method.The logarithmic likelihood function of the observable data was replaced by the Q function.The Cook's distance and its one-step approximation were derived based on the Q function.The effectiveness of the diagnostic measures was... |
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| Keywords: | missing data MH algorithm SA-MCMC algorithm Q function Cook's distance case deletion |
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