Please use this identifier to cite or link to this item: https://ah.nccu.edu.tw/handle/140.119/32608


Title: 具有訊息的遺失資料計算方法之比較
Authors: 羅文宜
Contributors: 姜志銘
羅文宜
Keywords: 遺失資料
貝氏方法
準貝氏法
吉氏取樣器
Date: 2004
Issue Date: 2009-09-17 13:50:26 (UTC+8)
Abstract: 對於處理部份區分或是失去部分訊息資料的類別抽樣的問題,在許多領域裡皆有許多的應用。貝氏方法雖可處理這類問題,但是貝氏方法對這類問題的計算相當耗時,因此對於這種問題的後驗估計,Jiang (1995) 及 Jiang and Dickey (2005) 提出quasi-Bayes方法,Jiang and Ko (2004)利用Gibbs sampler來近似(approximate)這些後驗估計值。但是這兩種近似方法的優劣,因為貝氏方法計算上的困難,一直沒有任何文章作這方面的比較,本文突破計算上的某些限制,在小樣本時,對這兩種近似方法的近似度(相對於真正的貝氏值)作比較,進一步探討使用兩種比較方法的優劣。
Reference: Casella. G., and George, E. I. (1992), "Explaining the Gibbs sampler," The American Statistician, 46, 167-174.
Dickey, J.M., Jiang, T. J., and Kadane, J. B. (1987), "Bayes Methods for Censored Categorical Data," Journal of the American Statistical Association, 85, 398-409.
Gelfand, A. E., Smith, A. F. M. (1990), "Sampling-Based Approaches to Calculating Marginal Densities," Journal of the American Statistical Association, 85, 398-409.
Hastings, W. K. (1970), "Monte Carlo Sampling Methods Using Markov Chains and their Application," Biometrika, 57, 97-109.
Jiang, T. J. (1995), "Quasi-Bayes Sequential Method For Categorical Data Under Informative Censoring," Technical Report, 1995-02, Dept. of Mathematical Sciences, National Chengchi University.
Jiang, T. J., and Dickey, J. M. (2005), "Quasi-Bayes Methods for Categorical Data Under Informative Censoring," to be published.
Jiang, T. J., Kadane, J. B., and Dickey, J. M. (1992), "Computation of Carlson's Multiple Hypergeometric Function R for Bayesian Applications," Journal of Computational and Graphical Statistics, 1, 231-251.
Jiang, T. J., and Ko, Li-Wen (2004), "The Gibbs sampler for Bayesian Analysis on Censored Categorical Data," 2004 Proceeding of the section on Bayesian Statistical Science of the American Statistical Association, 97-103.
Karson, M. J., and Wrobleski, W. J. (1970), "A Bayesian Analysis of Binomial Data With a Partially Informative Category," in Proceedings of the Business and Economic Statistics Section, American Statistical Association, 532-534.
Geman, S., and Geman, D. (1984), "Stochastic Relation, Gibbs Distribution and the Bayesian Restortion of Image," IEEE Transactions on Pattern Analysis and Machine Intelligence, 6, 721-741.
汪為開(1995), "失去部分訊息而有價值的類別資料依循序程序處理之計算方法"碩士論文-國立政治大學應用數學系研究所.
柯力文(2003), "準貝氏法與吉氏取樣器在處理失去部分訊息資料上的比較" 碩士論文-國立政治大學應用數學系研究所.
Description: 碩士
國立政治大學
應用數學研究所
92751006
93
Source URI: http://thesis.lib.nccu.edu.tw/record/#G0927510061
Data Type: thesis
Appears in Collections:[應用數學系] 學位論文

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