用于直方图平滑的滤波变量先验分布

Filtered-Variate Prior Distributions for Histogram Smoothing

Journal of the American Statistical Association · 1998
被引 1
ABS 4

中文导读

本文提出一种先验分布,用于推断平滑的总体频率(即相邻类别概率差异小的概率向量),通过线性变换(滤波)构造随机概率向量,并给出基于典型平滑概率向量列表的先验评估方法。

Abstract

We develop prior distributions for histogram inference favoring smooth population frequencies; that is, probability vectors with small differences for neighboring categories. We give a theory of prior-random probability vectors representable as a linear transform, or "filter," of a standard random probability vector, or equivalently, a random weighted average of nonrandom smooth probability vectors. Promising methods of prior assessment are given based on elicitation of a list of typically smooth probability vectors, the empirical moments of which can then be matched by the mean vector and variance matrix of a constructed continuous-type filtered-variate prior distribution.

统计学贝叶斯推断直方图平滑概率分布