https://scholars.lib.ntu.edu.tw/handle/123456789/112527
DC 欄位 | 值 | 語言 |
---|---|---|
dc.contributor | 流行病學研究所;Graduate Institute of Epidemiology | en |
dc.contributor.author | HSIAO, CHUHSING, K. | en |
dc.contributor.author | 蕭朱杏 | zh-tw |
dc.creator | HSIAO, CHUHSING, K. | en |
dc.creator | 蕭朱杏 | zh-tw |
dc.date | 2003 | en |
dc.date.accessioned | 2008-09-30T07:21:43Z | - |
dc.date.accessioned | 2018-06-29T17:55:40Z | - |
dc.date.available | 2008-09-30T07:21:43Z | - |
dc.date.available | 2018-06-29T17:55:40Z | - |
dc.date.issued | 2003 | - |
dc.identifier.uri | http://ntur.lib.ntu.edu.tw//handle/246246/82040 | - |
dc.description.abstract | The article provides a refinement for the volume-corrected Laplace-Metropolis estimator of the marginal likelihood of DiCiccio et al. The correction volume of probability a in DiCiccio et al. is fixed and suggested to take the value alpha = 0.05. In this article a is selected based on an asymptotic analysis to minimize the mean square relative error (MSRE). This optimal choice of a is shown to be invariant under linear transformations. The invariance property leads to easy implementation for multivariate problems. An implementation procedure is provided for practical use. A simulation study and a real data example are presented. | en |
dc.language | en-us | en |
dc.language.iso | en_US | - |
dc.relation | ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS v.55 n.3 pp.655-670 | en |
dc.relation.ispartof | ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS | - |
dc.subject | Bayes factor | en |
dc.subject | Laplace approximation | en |
dc.subject | marginal probability | en |
dc.subject | Markov chain Monte carlo | en |
dc.title | OPTIMAL VOLUME-CORRECTED LAPLACE- METROPOLIS METHOD | en |
dc.type | journal article | en |
dc.relation.pages | 655-670 | - |
dc.relation.journalvolume | v.55 | - |
dc.relation.journalissue | n.3 | - |
item.openairecristype | http://purl.org/coar/resource_type/c_6501 | - |
item.openairetype | journal article | - |
item.languageiso639-1 | en_US | - |
item.grantfulltext | none | - |
item.cerifentitytype | Publications | - |
item.fulltext | no fulltext | - |
顯示於: | 流行病學與預防醫學研究所 |
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