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題名 von Mises-Fisher分配資料的半母數貝氏分析法
Semi-parametric Bayesian analysis on von Mises-Fisher distribution data
作者 林其緯
Lin,Chi Wei
貢獻者 姜志銘
林其緯
Lin,Chi Wei
關鍵詞 Dirichlet過程
von Mises-Fisher分配
半母數貝氏分析法
日期 2009
上傳時間 8-Dec-2010 11:54:34 (UTC+8)
摘要 在許多科學領域裡所蒐集到的資料是具有方向性且落在單位球上,而在具有方向性且在單位球上的資料分配中,最重要也是最常使用的分配是3維的von Mises-Fisher分配。在過去有許多學者專家曾分析過具有3維von Mises-Fisher分配的資料,其中Nunez-Antonio和Gutierrez-Pena (2005)也曾利用全貝氏法來分析此種資料。本文首次嘗試利用半母數貝氏法來分析具有3維von Mises-Fisher分配的資料。除了介紹如何估計參數以及預測未來資料的機率密度函數外,本文也將檢定兩組分別服從不同3維von Mises-Fisher分配的資料其平均方向是否相同,並且提供選取先驗分配與其參數之建議。
參考文獻 1. Antoniak, C. E. (1974). Mixtures of Dirichlet Processes with Applications to Bayesian Nonparametric Problems,
The Annals of Statistics, 2, 1152-1174.
2. Blackwell, D., and MacQueen, J.B. (1973). Ferguson Distribution via Polya Urn Schemes, The Annals of Statistics, 1, 353-355.
3. Escobar, M. D. (1994). Estimating Normal Means with a Dirichlet Process Prior,
Journal of the American Statistical Association, 89, 268-277.
4. Escobar, M. D. (1995). Nonparametric Bayesian Methods in Hierarchical Models, Journal of Statistical Planning and Inference, 43, 97-106.
5. Ferguson, T. S. (1973). A Bayesian Analysis of Some Nonparametric Problems, The Annals of Statistics, 1, 209-230.
6. Fisher, N.I., Lewis, T., and Embleton, B.J.J. (1987). Statistical Analysis of Spherical Data, Combridge: university Press.
7. Gelfand, A. E., and Smith, A. F. M. (1990). Sampling-Based Approaches to Calculating Marginal Densities,
Journal of the American Statistical Association, 85, 398-409.
8. Ghosh, K., Jammalamadaka, S. R., and Tiwari, R. C. (2003). Semiparametric Bayesian Techniques for Problems in Circular Data, Journal of Applied Statistics, 30, 145-161.
9. Jammalamadaka, S. R.,and SenGupta, A. (2001). Topics in Circular Statistics, Singapore: World Scientific.
10. Mardia, K. V. (1972) Statistics od Directional Data, London: Academic Press.
11. Mardia, K. V. and Jupp, P. E. (2000) Directional Statistics, Chichester: John Wiley and Sons, Ltd.
12. Nunez-Antonio, G. and Gutierrez-Pena, E. (2005). A Bayesian Analysis of Directional Data Using the von Mises-Fisher Distribution, Communications in Statistics-Simulation and Computation, 34, 989-999.
13. Press, S. J. (2003) Subjective and Objective Bayesian Statistics: Principles, Models, and Applications, John Wiley and Sons, New Jersey.
描述 碩士
國立政治大學
應用數學研究所
92751007
98
資料來源 http://thesis.lib.nccu.edu.tw/record/#G0927510071
資料類型 thesis
dc.contributor.advisor 姜志銘zh_TW
dc.contributor.author (Authors) 林其緯zh_TW
dc.contributor.author (Authors) Lin,Chi Weien_US
dc.creator (作者) 林其緯zh_TW
dc.creator (作者) Lin,Chi Weien_US
dc.date (日期) 2009en_US
dc.date.accessioned 8-Dec-2010 11:54:34 (UTC+8)-
dc.date.available 8-Dec-2010 11:54:34 (UTC+8)-
dc.date.issued (上傳時間) 8-Dec-2010 11:54:34 (UTC+8)-
dc.identifier (Other Identifiers) G0927510071en_US
dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/49462-
dc.description (描述) 碩士zh_TW
dc.description (描述) 國立政治大學zh_TW
dc.description (描述) 應用數學研究所zh_TW
dc.description (描述) 92751007zh_TW
dc.description (描述) 98zh_TW
dc.description.abstract (摘要) 在許多科學領域裡所蒐集到的資料是具有方向性且落在單位球上,而在具有方向性且在單位球上的資料分配中,最重要也是最常使用的分配是3維的von Mises-Fisher分配。在過去有許多學者專家曾分析過具有3維von Mises-Fisher分配的資料,其中Nunez-Antonio和Gutierrez-Pena (2005)也曾利用全貝氏法來分析此種資料。本文首次嘗試利用半母數貝氏法來分析具有3維von Mises-Fisher分配的資料。除了介紹如何估計參數以及預測未來資料的機率密度函數外,本文也將檢定兩組分別服從不同3維von Mises-Fisher分配的資料其平均方向是否相同,並且提供選取先驗分配與其參數之建議。zh_TW
dc.description.tableofcontents Abstract 1
摘要 2
1.簡介 3
2.von Mises-Fisher分配 4
3.Dirichlet過程 5
4.vMF3分配使用Dirichlet過程 7
5.模擬樣本之估計和預測 11
6.兩組樣本之檢定 14
7.模擬樣本之檢定 16
8.結論 18
參考書目 20
A附錄 22
zh_TW
dc.format.extent 719531 bytes-
dc.format.mimetype application/pdf-
dc.language.iso en_US-
dc.source.uri (資料來源) http://thesis.lib.nccu.edu.tw/record/#G0927510071en_US
dc.subject (關鍵詞) Dirichlet過程zh_TW
dc.subject (關鍵詞) von Mises-Fisher分配zh_TW
dc.subject (關鍵詞) 半母數貝氏分析法zh_TW
dc.title (題名) von Mises-Fisher分配資料的半母數貝氏分析法zh_TW
dc.title (題名) Semi-parametric Bayesian analysis on von Mises-Fisher distribution dataen_US
dc.type (資料類型) thesisen
dc.relation.reference (參考文獻) 1. Antoniak, C. E. (1974). Mixtures of Dirichlet Processes with Applications to Bayesian Nonparametric Problems,zh_TW
dc.relation.reference (參考文獻) The Annals of Statistics, 2, 1152-1174.zh_TW
dc.relation.reference (參考文獻) 2. Blackwell, D., and MacQueen, J.B. (1973). Ferguson Distribution via Polya Urn Schemes, The Annals of Statistics, 1, 353-355.zh_TW
dc.relation.reference (參考文獻) 3. Escobar, M. D. (1994). Estimating Normal Means with a Dirichlet Process Prior,zh_TW
dc.relation.reference (參考文獻) Journal of the American Statistical Association, 89, 268-277.zh_TW
dc.relation.reference (參考文獻) 4. Escobar, M. D. (1995). Nonparametric Bayesian Methods in Hierarchical Models, Journal of Statistical Planning and Inference, 43, 97-106.zh_TW
dc.relation.reference (參考文獻) 5. Ferguson, T. S. (1973). A Bayesian Analysis of Some Nonparametric Problems, The Annals of Statistics, 1, 209-230.zh_TW
dc.relation.reference (參考文獻) 6. Fisher, N.I., Lewis, T., and Embleton, B.J.J. (1987). Statistical Analysis of Spherical Data, Combridge: university Press.zh_TW
dc.relation.reference (參考文獻) 7. Gelfand, A. E., and Smith, A. F. M. (1990). Sampling-Based Approaches to Calculating Marginal Densities,zh_TW
dc.relation.reference (參考文獻) Journal of the American Statistical Association, 85, 398-409.zh_TW
dc.relation.reference (參考文獻) 8. Ghosh, K., Jammalamadaka, S. R., and Tiwari, R. C. (2003). Semiparametric Bayesian Techniques for Problems in Circular Data, Journal of Applied Statistics, 30, 145-161.zh_TW
dc.relation.reference (參考文獻) 9. Jammalamadaka, S. R.,and SenGupta, A. (2001). Topics in Circular Statistics, Singapore: World Scientific.zh_TW
dc.relation.reference (參考文獻) 10. Mardia, K. V. (1972) Statistics od Directional Data, London: Academic Press.zh_TW
dc.relation.reference (參考文獻) 11. Mardia, K. V. and Jupp, P. E. (2000) Directional Statistics, Chichester: John Wiley and Sons, Ltd.zh_TW
dc.relation.reference (參考文獻) 12. Nunez-Antonio, G. and Gutierrez-Pena, E. (2005). A Bayesian Analysis of Directional Data Using the von Mises-Fisher Distribution, Communications in Statistics-Simulation and Computation, 34, 989-999.zh_TW
dc.relation.reference (參考文獻) 13. Press, S. J. (2003) Subjective and Objective Bayesian Statistics: Principles, Models, and Applications, John Wiley and Sons, New Jersey.zh_TW