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An efficient MCMC algorithm is presented to cluster the nodes of a network such that nodes with similar role in the network are clustered together. This is known as block-modeling or block-clustering. The model is the stochastic blockmodel (SBM) with block parameters integrated out. The...
Persistent link: https://www.econbiz.de/10010603420
The Projection Congruent Subset (PCS) is a new method for finding multivariate outliers. Like many other outlier detection procedures, PCS searches for a subset which minimizes a criterion. The difference is that the new criterion was designed to be insensitive to the outliers. PCS is supported...
Persistent link: https://www.econbiz.de/10010709956
In this essay, I argue about the relevance and the ultimate unity of the Bayesian approach in a neutral and agnostic manner. My main theme is that Bayesian data analysis is an effective tool for handling complex models, as proven by the increasing proportion of Bayesian studies in the applied...
Persistent link: https://www.econbiz.de/10008683492
The challenges of estimating hierarchical spatial models to large datasets are addressed. With the increasing availability of geocoded scientific data, hierarchical models involving spatial processes have become a popular method for carrying out spatial inference. Such models are customarily...
Persistent link: https://www.econbiz.de/10011056416
The location-scale model is usually present in physics and chemistry in connection to the Birge ratio method for the adjustment of fundamental physical constants such as the Planck constant or the Newtonian constant of gravitation, while the random effects model is the commonly used approach for...
Persistent link: https://www.econbiz.de/10012654477
Bayes estimates are derived in multivariate linear models with unknown distribution. The prior distribution is defined using a Dirichlet prior for the unknown error distribution and a ormal-Wishart distribution for the parameters. The posterior distribution for the parameters is determined and...
Persistent link: https://www.econbiz.de/10010310519
We propose a specification test for a wide range of parametric models for the conditional distribution function of an outcome variable given a vector of covariates. The test is based on the Cramer-von Mises distance between an unrestricted estimate of the joint distribution function of the data,...
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