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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| 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 |
| 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. |
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