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Wyszukujesz frazę "bayesian inference" wg kryterium: Temat


Wyświetlanie 1-2 z 2
Tytuł:
Change-point detection in CO2 emission-energy consumption nexus using a recursive Bayesian estimation approach
Autorzy:
Awe, Olushina Olawale
Adepoju, Abosede Adedayo
Powiązania:
https://bibliotekanauki.pl/articles/1358349.pdf
Data publikacji:
2020-03-23
Wydawca:
Główny Urząd Statystyczny
Tematy:
dynamic model
Bayesian inference
CO2
climate change
energy
Opis:
This article focuses on the synthesis of conditional dependence structure of recursive Bayesian estimation of dynamic state space models with time-varying parameters using a newly modified recursive Bayesian algorithm. The results of empirical applications to climate data from Nigeria reveals that the relationship between energy consumption and carbon dioxide emission in Nigeria reached the lowest peak in the late 1980s and the highest peak in early 2000. For South Africa, the slope trajectory of the model descended to the lowest in the mid-1990s and attained the highest peak in early 2000. These changepoints can be attributed to the economic growth, regime changes, anthropogenic activities, vehicular emissions, population growth and industrial revolution in these countries. These results have implications on climate change prediction and global warming in both countries, and also shows that recursive Bayesian dynamic model with time-varying parameters is suitable for statistical inference in climate change and policy analysis.
Źródło:
Statistics in Transition new series; 2020, 21, 1; 123-136
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
A Bayesian Small Area Model with Dirichlet Processes on the Responses
Autorzy:
Yin, Jiani
Nandram, Balgobin
Powiązania:
https://bibliotekanauki.pl/articles/1058988.pdf
Data publikacji:
2020-09-04
Wydawca:
Główny Urząd Statystyczny
Tematy:
Bayesian computation
bootstrap
predictive inference
robust modeling
computational and model diagnostics
survey data
Opis:
Typically survey data have responses with gaps, outliers and ties, and the distributions of the responses might be skewed. Usually, in small area estimation, predictive inference is done using a two-stage Bayesian model with normality at both levels (responses and area means). This is the Scott-Smith (S-S) model and it may not be robust against these features. Another model that can be used to provide a more robust structure is the two-stage Dirichlet process mixture (DPM) model, which has independent normal distributions on the responses and a single Dirichlet process on the area means. However, this model does not accommodate gaps, outliers and ties in the survey data directly. Because this DPM model has a normal distribution on the responses, it is unlikely to be realized in practice, and this is the problem we tackle in this paper. Therefore, we propose a two-stage non-parametric Bayesian model with several independent Dirichlet processes at the first stage that represents the data, thereby accommodating some of the difficulties with survey data and permitting a more robust predictive inference. This model has a Gaussian (normal) distribution on the area means, and so we call it the DPG model. Therefore, the DPM model and the DPG model are essentially the opposite of each other and they are both different from the S-S model. Among the three models, the DPG model gives us the best head-start to accommodate the features of the survey data. For Bayesian predictive inference, we need to integrate two data sets, one with the responses and other with area sizes. An application on body mass index, which is integrated with census data, and a simulation study are used to compare the three models (S-S, DPM, DPG); we show that the DPG model might be preferred.
Źródło:
Statistics in Transition new series; 2020, 21, 3; 1-19
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
    Wyświetlanie 1-2 z 2

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