| Bayes局部影响分析<英> |
| |
| 引用本文： | 史建清,韦博成.Bayes局部影响分析<英>[J].应用数学,1995(2). |
| |
| 作者姓名： | 史建清 韦博成 |
| |
| 作者单位： | 东南大学数学系，东南大学数学系 南京 210018，南京 210018 |
| |
| 基金项目： | The projict is supported the National Natural Science Poundation of China. |
| |
| 摘 要： | 本文从Bayes观点出发,利用Kullback-Leibler距离和微分几何方法,系统地讨论了微小扰动对于Bayes统计推断的局部影响,给出了Bayes局部影响分析的一般公式作为应用,具体讨论了线性回归模型的Bayes估计和Bayes预测的局部影响问题,数值计算的结果表明,本文的方法是比较有效的。
|
| 关 键 词： | Bayes 分析 曲率 影响 Kullback-Leibler 距离 预测分布 |
Bayesian Local Influence |
| |
| Shi jiaoqing Wei Bocheng.Bayesian Local Influence[J].Mathematica Applicata,1995(2). |
| |
| Authors: | Shi jiaoqing Wei Bocheng |
| |
| Abstract: | A general method is devleoped in this paper for assessing local influence of minor perturbations of a sratistieal model in Bayesian analysis1-3] .The method is based on the Kullback-Leibler divergence and cersain elementary ideas from differ-ential geometry .ami it seems to providen muified approach for handling a variety of diagnostics problems in Bayesian nalysis. In appllcations.the local estimative influence and local predictive influence in linear regressioa are discussed from Bayesian point of view. Some numerical examples art; considered ind compared with the results of 4]. |
| |
| Keywords: | Baycsian analysis Curvature Influence Kallback-Leibler divergence Predictive distribution |
| 本文献已被 CNKI 等数据库收录！ |
