非线性均值方差模型的贝叶斯数据删除统计诊断

赵远英,徐登可,段星德

系统科学与数学 ›› 2020, Vol. 40 ›› Issue (1) : 171-179.

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系统科学与数学 ›› 2020, Vol. 40 ›› Issue (1) : 171-179. DOI: 10.12341/jssms13805
论文

非线性均值方差模型的贝叶斯数据删除统计诊断

    赵远英1,徐登可2,段星3
作者信息 +

Bayesian Case Deletion Statistical Diagnostics for Nonlinear Mean and Variance Models

    ZHAO Yuanying1 ,XU Dengke2 ,DUAN Xingde3
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摘要

文章在非线性均值方差模型框架下基于K-L距离研究贝叶斯数据删除影响的统计诊断问题, 通过应用Gibbs抽样和MH算法估计贝叶斯数据删除影响诊断统计量.随机模拟研究和红鳟鲑鱼数据的数值例子说明该诊断方法的可行性.

Abstract

Bayesian case deletion statistical diagnostics based on K-L divergence for nonlinear mean and variance models are studied in this paper, in which Gibbs sampler and Metropolis-Hastings algorithm are employed to calculate Bayesian case deletion statistic. Simulation studies and a sockeye salmon data example are used to demonstrate the proposed methodology.

关键词

贝叶斯数据删除统计量 / Gibbs抽样 / K-L距离 / MH算法 / 非线性均值方差模型.

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赵远英 , 徐登可 , 段星德. 非线性均值方差模型的贝叶斯数据删除统计诊断. 系统科学与数学, 2020, 40(1): 171-179. https://doi.org/10.12341/jssms13805
ZHAO Yuanying , XU Dengke , DUAN Xingde. Bayesian Case Deletion Statistical Diagnostics for Nonlinear Mean and Variance Models. Journal of Systems Science and Mathematical Sciences, 2020, 40(1): 171-179 https://doi.org/10.12341/jssms13805
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