18 resultados para MARKOV CHAIN


Relevância:

60.00% 60.00%

Publicador:

Resumo:

In this article, we introduce a semi-parametric Bayesian approach based on Dirichlet process priors for the discrete calibration problem in binomial regression models. An interesting topic is the dosimetry problem related to the dose-response model. A hierarchical formulation is provided so that a Markov chain Monte Carlo approach is developed. The methodology is applied to simulated and real data.

Relevância:

60.00% 60.00%

Publicador:

Resumo:

We have considered a Bayesian approach for the nonlinear regression model by replacing the normal distribution on the error term by some skewed distributions, which account for both skewness and heavy tails or skewness alone. The type of data considered in this paper concerns repeated measurements taken in time on a set of individuals. Such multiple observations on the same individual generally produce serially correlated outcomes. Thus, additionally, our model does allow for a correlation between observations made from the same individual. We have illustrated the procedure using a data set to study the growth curves of a clinic measurement of a group of pregnant women from an obstetrics clinic in Santiago, Chile. Parameter estimation and prediction were carried out using appropriate posterior simulation schemes based in Markov Chain Monte Carlo methods. Besides the deviance information criterion (DIC) and the conditional predictive ordinate (CPO), we suggest the use of proper scoring rules based on the posterior predictive distribution for comparing models. For our data set, all these criteria chose the skew-t model as the best model for the errors. These DIC and CPO criteria are also validated, for the model proposed here, through a simulation study. As a conclusion of this study, the DIC criterion is not trustful for this kind of complex model.

Relevância:

60.00% 60.00%

Publicador:

Resumo:

We define topological and measure-theoretic mixing for nonstationary dynamical systems and prove that for a nonstationary subshift of finite type, topological mixing implies the minimality of any adic transformation defined on the edge space, while if the Parry measure sequence is mixing, the adic transformation is uniquely ergodic. We also show this measure theoretic mixing is equivalent to weak ergodicity of the edge matrices in the sense of inhomogeneous Markov chain theory.