Please use this identifier to cite or link to this item:
https://ah.lib.nccu.edu.tw/handle/140.119/32608| 題名: | 具有訊息的遺失資料計算方法之比較 | 作者: | 羅文宜 | 貢獻者: | 姜志銘 羅文宜 |
關鍵詞: | 遺失資料 貝氏方法 準貝氏法 吉氏取樣器 |
日期: | 2004 | 上傳時間: | 17-九月-2009 | 摘要: | 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。 | 參考文獻: | 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. |
描述: | 碩士 國立政治大學 應用數學研究所 92751006 93 |
資料來源: | http://thesis.lib.nccu.edu.tw/record/#G0927510061 | 資料類型: | thesis |
| Appears in Collections: | 學位論文 |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| 51006101.pdf | 7.68 kB | Adobe PDF2 | View/Open | |
| 51006102.pdf | 8.77 kB | Adobe PDF2 | View/Open | |
| 51006103.pdf | 223.15 kB | Adobe PDF2 | View/Open | |
| 51006104.pdf | 78.62 kB | Adobe PDF2 | View/Open | |
| 51006105.pdf | 194.72 kB | Adobe PDF2 | View/Open | |
| 51006106.pdf | 488.44 kB | Adobe PDF2 | View/Open | |
| 51006107.pdf | 426.38 kB | Adobe PDF2 | View/Open | |
| 51006108.pdf | 436.45 kB | Adobe PDF2 | View/Open | |
| 51006109.pdf | 357.06 kB | Adobe PDF2 | View/Open | |
| 51006110.pdf | 336.22 kB | Adobe PDF2 | View/Open | |
| 51006111.pdf | 352.72 kB | Adobe PDF2 | View/Open | |
| 51006112.pdf | 59.02 kB | Adobe PDF2 | View/Open | |
| 51006113.pdf | 339.93 kB | Adobe PDF2 | View/Open | |
| 51006114.pdf | 27.13 kB | Adobe PDF2 | View/Open | |
| 51006115.pdf | 442.8 kB | Adobe PDF2 | View/Open |
Google ScholarTM
Check
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.