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https://ah.lib.nccu.edu.tw/handle/140.119/54046
題名: | 隨機函數分配 | 其他題名: | On the Random Functional Distributions | 作者: | 姜志銘 | 貢獻者: | 國立政治大學應用數學學系 行政院國家科學委員會 |
關鍵詞: | 貝氏無母數;Ferguson-Dirichlet過程;隨機函數;C-特徵函數 Bayesian nonparametric; Ferguson-Dirichlet process; random functional; c-characteristic function |
日期: | 2009 | 上傳時間: | 24-Oct-2012 | 摘要: | 在貝氏統計領域內,最常用於隨機分配的無母數模型就是Ferguson-Dirichlet過程,我們首先將研究Ferguson-Dirichlet隨機過程的母數測度在球體內部,橢圓球表面,橢圓球內部的隨機函數分配。過濾變量Dirichlet分配的擴充就是Ferguson-Dirichlet隨機過程的隨機均值分配,為從另一角度研究隨機函數分配以及過濾變量Dirichlet分配的進一步應用,我們將研究及提供過濾變量Dirichlet分配和C-特徵函數的相關性質及結果。最後,我們將提供對Ferguson-Dirichlet隨機過程應用簡單及有效的數值計算方法。 The Ferguson-Dirichlet process is the most widely used nonparametric model for random distributions in Bayesian statistics. We first study the distributions of the random functional of the Ferguson-Dirichlet process with parameter measure over spherical solid, ellipsoidal surface, and ellipsoidal solid. The generalization of the filtered-variate Dirichlet distribution is the distribution of a random mean of a Ferguson-Dirichlet process. To study the random functional from another point of views and further applications of the filter-variate Dirichlet distribution, we will also study and provide the related properties and results of the filtered-variate Dirichlet distributions and c-characteristic functions. Finally, we shall give easy and efficient computational methods for the Ferguson-Dirichlet process applications. |
關聯: | 基礎研究 學術補助 研究期間:9808~ 9907 研究經費:460仟元 |
資料類型: | report |
Appears in Collections: | 國科會研究計畫 |
Files in This Item:
File | Size | Format | |
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982118M004002.pdf | 565.71 kB | Adobe PDF2 | View/Open |
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