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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 16:13:51 (UTC+8)
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
dc.contributor 國立政治大學應用數學學系en_US
dc.contributor 行政院國家科學委員會en_US
dc.creator (作者) 姜志銘zh_TW
dc.date (日期) 2009en_US
dc.date.accessioned 24-Oct-2012 16:13:51 (UTC+8)-
dc.date.available 24-Oct-2012 16:13:51 (UTC+8)-
dc.date.issued (上傳時間) 24-Oct-2012 16:13:51 (UTC+8)-
dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/54046-
dc.description.abstract (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。en_US
dc.description.abstract (摘要) 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.en_US
dc.language.iso en_US-
dc.relation (關聯) 基礎研究en_US
dc.relation (關聯) 學術補助en_US
dc.relation (關聯) 研究期間:9808~ 9907en_US
dc.relation (關聯) 研究經費:460仟元en_US
dc.subject (關鍵詞) 貝氏無母數;Ferguson-Dirichlet過程;隨機函數;C-特徵函數en_US
dc.subject (關鍵詞) Bayesian nonparametric; Ferguson-Dirichlet process; random functional; c-characteristic functionen_US
dc.title (題名) 隨機函數分配zh_TW
dc.title.alternative (其他題名) On the Random Functional Distributionsen_US
dc.type (資料類型) reporten