基于主观似然的自适应渗流

Adaptive Percolation Using Subjective Likelihoods

Econometric Reviews · 2013
被引 1
人大 A-ABS 3

中文导读

提出一种称为“自适应渗流”的现象,并基于嵌套自适应贝叶斯方法构建了乘积贝塔-二项分布模型,该模型是渗流理论概率模型的推广,通过2009年宇航员选拔数据说明其应用。

Abstract

A phenomenon that I call “adaptive percolation” commonly arises in biology, business, economics, defense, finance, manufacturing, and the social sciences. Here one wishes to select a handful of entities from a large pool of entities via a process of screening through a hierarchy of sieves. The process is not unlike the percolation of a liquid through a porous medium. The probability model developed here is based on a nested and adaptive Bayesian approach that results in the product of beta-binomial distributions with common parameters. The common parameters happen to be the observed data. I call this the percolated beta-binomial distribution . The model turns out to be a slight generalization of the probabilistic model used in percolation theory. The generalization is a consequence of using a subjectively specified likelihood function to construct a probability model. The notion of using likelihoods for constructing probability models is not a part of the conventional toolkit of applied probabilists. To the best of my knowledge, a use of the product of beta-binomial distributions as a probability model for Bernoulli trials appears to be new. The development of the material of this article is illustrated via data from the 2009 astronaut selection program, which motivated this work.

自适应渗流主观似然贝塔-二项分布宇航员选拔