Results 1 - 10
of
495
Bayes Factors
, 1995
"... In a 1935 paper, and in his book Theory of Probability, Jeffreys developed a methodology for quantifying the evidence in favor of a scientific theory. The centerpiece was a number, now called the Bayes factor, which is the posterior odds of the null hypothesis when the prior probability on the null ..."
Abstract
-
Cited by 1826 (74 self)
- Add to MetaCart
In a 1935 paper, and in his book Theory of Probability, Jeffreys developed a methodology for quantifying the evidence in favor of a scientific theory. The centerpiece was a number, now called the Bayes factor, which is the posterior odds of the null hypothesis when the prior probability on the null is one-half. Although there has been much discussion of Bayesian hypothesis testing in the context of criticism of P -values, less attention has been given to the Bayes factor as a practical tool of applied statistics. In this paper we review and discuss the uses of Bayes factors in the context of five scientific applications in genetics, sports, ecology, sociology and psychology.
Markov chains for exploring posterior distributions
- Annals of Statistics
, 1994
"... Your use of the JSTOR archive indicates your acceptance of JSTOR's Terms and Conditions of Use, available at ..."
Abstract
-
Cited by 1136 (6 self)
- Add to MetaCart
Your use of the JSTOR archive indicates your acceptance of JSTOR's Terms and Conditions of Use, available at
On Sequential Monte Carlo Sampling Methods for Bayesian Filtering
- STATISTICS AND COMPUTING
, 2000
"... In this article, we present an overview of methods for sequential simulation from posterior distributions. These methods are of particular interest in Bayesian filtering for discrete time dynamic models that are typically nonlinear and non-Gaussian. A general importance sampling framework is develop ..."
Abstract
-
Cited by 1051 (76 self)
- Add to MetaCart
(Show Context)
In this article, we present an overview of methods for sequential simulation from posterior distributions. These methods are of particular interest in Bayesian filtering for discrete time dynamic models that are typically nonlinear and non-Gaussian. A general importance sampling framework is developed that unifies many of the methods which have been proposed over the last few decades in several different scientific disciplines. Novel extensions to the existing methods are also proposed. We show in particular how to incorporate local linearisation methods similar to those which have previously been employed in the determin-istic filtering literature; these lead to very effective importance distributions. Furthermore we describe a method which uses Rao-Blackwellisation in order to take advantage of the analytic structure present in some important classes of state-space models. In a final section we develop algorithms for prediction, smoothing and evaluation of the likelihood in dynamic models.
Evaluating the Accuracy of Sampling-Based Approaches to the Calculation of Posterior Moments
- IN BAYESIAN STATISTICS
, 1992
"... Data augmentation and Gibbs sampling are two closely related, sampling-based approaches to the calculation of posterior moments. The fact that each produces a sample whose constituents are neither independent nor identically distributed complicates the assessment of convergence and numerical accurac ..."
Abstract
-
Cited by 604 (12 self)
- Add to MetaCart
Data augmentation and Gibbs sampling are two closely related, sampling-based approaches to the calculation of posterior moments. The fact that each produces a sample whose constituents are neither independent nor identically distributed complicates the assessment of convergence and numerical accuracy of the approximations to the expected value of functions of interest under the posterior. In this paper methods from spectral analysis are used to evaluate numerical accuracy formally and construct diagnostics for convergence. These methods are illustrated in the normal linear model with informative priors, and in the Tobit-censored regression model.
Using simulation methods for Bayesian econometric models: Inference, development and communication
- Econometric Review
, 1999
"... This paper surveys the fundamental principles of subjective Bayesian inference in econometrics and the implementation of those principles using posterior simulation methods. The emphasis is on the combination of models and the development of predictive distributions. Moving beyond conditioning on a ..."
Abstract
-
Cited by 356 (16 self)
- Add to MetaCart
(Show Context)
This paper surveys the fundamental principles of subjective Bayesian inference in econometrics and the implementation of those principles using posterior simulation methods. The emphasis is on the combination of models and the development of predictive distributions. Moving beyond conditioning on a fixed number of completely specified models, the paper introduces subjective Bayesian tools for formal comparison of these models with as yet incompletely specified models. The paper then shows how posterior simulators can facilitate communication between investigators (for example, econometricians) on the one hand and remote clients (for example, decision makers) on the other, enabling clients to vary the prior distributions and functions of interest employed by investigators. A theme of the paper is the practicality of subjective Bayesian methods. To this end, the paper describes publicly available software for Bayesian inference, model development, and communication and provides illustrations using two simple econometric models. *This paper was originally prepared for the Australasian meetings of the Econometric Society in Melbourne, Australia,
Localization for Mobile Sensor Networks
- Proc. MobiCom
, 2004
"... Many sensor network applications require location awareness, but it is often too expensive to include a GPS receiver in a sensor network node. Hence, localization schemes for sensor networks typically use a small number of seed nodes that know their location and protocols whereby other nodes estimat ..."
Abstract
-
Cited by 287 (0 self)
- Add to MetaCart
(Show Context)
Many sensor network applications require location awareness, but it is often too expensive to include a GPS receiver in a sensor network node. Hence, localization schemes for sensor networks typically use a small number of seed nodes that know their location and protocols whereby other nodes estimate their location from the messages they receive. Several such localization techniques have been proposed, but none of them consider mobile nodes and seeds. Although mobility would appear to make localization more difficult, in this paper we introduce the sequential Monte Carlo Localization method and argue that it can exploit mobility to improve the accuracy and precision of localization. Our approach does not require additional hardware on the nodes and works even when the movement of seeds and nodes is uncontrollable. We analyze the properties of our technique and report experimental results from simulations. Our scheme outperforms the best known static localization schemes under a wide range of conditions.
Annealed importance sampling
- In Statistics and Computing
, 2001
"... Abstract. Simulated annealing — moving from a tractable distribution to a distribution of interest via a sequence of intermediate distributions — has traditionally been used as an inexact method of handling isolated modes in Markov chain samplers. Here, it is shown how one can use the Markov chain t ..."
Abstract
-
Cited by 262 (5 self)
- Add to MetaCart
(Show Context)
Abstract. Simulated annealing — moving from a tractable distribution to a distribution of interest via a sequence of intermediate distributions — has traditionally been used as an inexact method of handling isolated modes in Markov chain samplers. Here, it is shown how one can use the Markov chain transitions for such an annealing sequence to define an importance sampler. The Markov chain aspect allows this method to perform acceptably even for high-dimensional problems, where finding good importance sampling distributions would otherwise be very difficult, while the use of importance weights ensures that the estimates found converge to the correct values as the number of annealing runs increases. This annealed importance sampling procedure resembles the second half of the previously-studied tempered transitions, and can be seen as a generalization of a recently-proposed variant of sequential importance sampling. It is also related to thermodynamic integration methods for estimating ratios of normalizing constants. Annealed importance sampling is most attractive when isolated modes are present, or when estimates of normalizing constants are required, but it may also be more generally useful, since its independent sampling allows one to bypass some of the problems of assessing convergence and autocorrelation in Markov chain samplers. 1
On sequential simulation-based methods for bayesian filtering
, 1998
"... Abstract. In this report, we present an overview of sequential simulationbased methods for Bayesian filtering of nonlinear and non-Gaussian dynamic models. It includes in a general framework numerous methods proposed independently in various areas of science and proposes some original developments. ..."
Abstract
-
Cited by 251 (12 self)
- Add to MetaCart
(Show Context)
Abstract. In this report, we present an overview of sequential simulationbased methods for Bayesian filtering of nonlinear and non-Gaussian dynamic models. It includes in a general framework numerous methods proposed independently in various areas of science and proposes some original developments.
