On the selection of the parameters of an exponential gamma process prior in Bayesian nonparametric estimation

Consider a nonparametric Bayesian estimation problem where the Statistician has decided to use an exponential gamm aprocess prior. This paper deals with the selection problem of the process parameters. Some algorithm to determine the parameter c from the prior guess and the strength of belief are gi...

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Detalles Bibliográficos
Autor: Morales González, Domingo
Tipo de recurso: artículo
Fecha de publicación:1985
País:España
Institución:Universitat Politècnica de Catalunya (UPC)
Repositorio:UPCommons. Portal del coneixement obert de la UPC
Idioma:inglés
OAI Identifier:oai:upcommons.upc.edu:2099/3920
Acceso en línea:https://hdl.handle.net/2099/3920
Access Level:acceso abierto
Palabra clave:Decision theory
Inference
Bayesian nonparametric estimation
Exponential gamma process
Prior guess
Strength of belief
Algorithm to determine the scale parameter
Teoria de la decisió
Inferència
Classificació AMS::62 Statistics::62C Decision theory
Classificació AMS::62 Statistics::62G Nonparametric inference
Descripción
Sumario:Consider a nonparametric Bayesian estimation problem where the Statistician has decided to use an exponential gamm aprocess prior. This paper deals with the selection problem of the process parameters. Some algorithm to determine the parameter c from the prior guess and the strength of belief are given. The case where this last concept changes with time is also studied.