服从Dirichlet分布的成分数据的贝叶斯分析

Bayesian Inference on Compositional Data Sampling from Dirichlet Distribution

  • 摘要: 本文研究Dirichlet分布总体的参数和其他感兴趣的量的贝叶斯估计,在参数的有实际意义的函数上设置均匀的先验分布,对适当变换后的参数用Metropolis算法得到马尔可夫链蒙特卡罗后验样本,由此即得参数和其他感兴趣的量的贝叶斯估计。

     

    Abstract: A Bayesian approach to the parameters and other interesting quantities of the Dirichlet likelihood is proposed. The uniform prior is placed on the meaningful function of the parameters. After transforming the parameters, the Metropolis algorithm is used to draw the posterior samples and the results of the Bayesian inference are followed.

     

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