An Objective Bayesian Criterion to Determine Model Prior Probabilities

We discuss the problem of selecting among alternative parametric models within the Bayesian framework. For model selection problems, which involve non‐nested models, the common objective choice of a prior on the model space is the uniform distribution. The same applies to situations where the models are nested. It is our contention that assigning equal prior probability to each model is over simplistic. Consequently, we introduce a novel approach to objectively determine model prior probabilities, conditionally, on the choice of priors for the parameters of the models. The idea is based on the notion of the worth of having each model within the selection process. At the heart of the procedure is the measure of this worth using the Kullback–Leibler divergence between densities from different models.     

On Bayesian learning via loss functions

We provide a decision theoretic approach to the construction of a learning process in the presence of independent and identically distributed observations. Starting with a probability measure representing beliefs about a key parameter, the approach allows the measure to be updated via the solution to a well defined decision problem. While the learning process encompasses the Bayesian approach, a necessary asymptotic consideration then actually implies the Bayesian learning process is best. This conclusion is due to the requirement of posterior consistency for all models and of having standardized losses between probability distributions. This is shown considering a specific continuous model and a very general class of discrete models.     

Tests for Bivariate Symmetry Against Ordered Alternatives in Square Contingency Tables

Let X and Y denote two ordinal response variables, each having I levels. When subjects are classified on both variables, there are I 2 possible combinations of classifications. Let pij = Pr (X = i, Y = j) . This paper introduces a family of tests based on φ –divergence measures for testing H₀: pij = pji against H1: pij ≥ pji (I≥ j) ; and for testing H1 against H2: pij unrestricted. A simulation study assesses some of the family of tests introduced in this paper in comparison to the likelihood ratio test.     

Re-examining informative prior elicitation through the lens of Markov chain Monte Carlo methods

Summary.  In recent years, advances in Markov chain Monte Carlo techniques have had a major influence on the practice of Bayesian statistics. An interesting but hitherto largely underexplored corollary of this fact is that Markov chain Monte Carlo techniques make it practical to consider broader classes of informative priors than have been used previously. Conjugate priors, long the workhorse of classic methods for eliciting informative priors, have their roots in a time when modern computational methods were unavailable. In the current environment more attractive alternatives are practicable. A reappraisal of these classic approaches is undertaken, and principles for generating modern elicitation methods are described. A new prior elicitation methodology in accord with these principles is then presented.     

论五卅运动时期美、英、日对华外交之异同

五卅运动时期 ,美、英、日等主要资本主义国家为了维护在华利益各自展开了殚精竭虑的外交活动。面对中国日益高涨的民族主义运动 ,他们不得不有针对性地调整对华外交策略 ,过去那种以武力和炮舰征服中国的旧殖民体系开始松动。该时期他们的对华政策是不一样的 ,异中有同 ,同中存异 ,总的趋势是由强硬走向怀柔 ,由合作转向分裂     

A model selection criterion based on the BHHJ measure of divergence

The aim of this work is the discussion and investigation of measures of divergence and model selection criteria. A recently introduced measure of divergence, the so-called BHHJ measure (Basu, A., Harris, I.R., Hjort, N.L., Jones, M.C., 1998. Robust and efficient estimation by minimising a density power divergence. Biometrika 85, 549–559) is investigated and a new model selection criterion the divergence information criterion (DIC) based on this measure is proposed. Simulations are performed to check the appropriateness of the proposed criterion.     

Rényi statistics for testing equality of autocorrelation coefficients

The problem of testing for equality of autocorrelation coefficients of two populations in multivariate data when errors are autocorrelated is considered. We derive Rényi statistics defined as divergences between unrestricted and restricted estimated joint probability density functions and we show that they are asymptotically chi-square distributed under the null hypothesis of interest. Monte Carlo simulation experiments are carried out to investigate the behavior of Rényi statistics and to make comparisons with test statistics based on the approach of Bhandary [M. Bhandary, Test for equality of autocorrelation coefficients for two populations in multivariate data when the errors are autocorrelated, Statistics & Probability Letters 73 (2005) 333–342] for the problem under consideration. Rényi statistics showed to have significantly better behavior.     

Information dependency: Strong consistency of Darbellay–Vajda partition estimators

The Darbellay–Vajda partition scheme is a well known method to estimate the information dependency. This estimator belongs to a class of data-dependent partition estimators. We would like to prove that with some simple conditions, the Darbellay–Vajda partition estimator is a strong consistency for the information dependency estimation of a bivariate random vector. This result is an extension of 20 and 21 work which gives some simple conditions to confirm that the Gessaman's partition estimator and the tree-quantization partition estimator, other estimators in the class of data-dependent partition estimators, are strongly consistent.     

Sensitivity Analysis in Gaussian Bayesian Networks Using a Divergence Measure

This article develops a method for computing the sensitivity analysis in a Gaussian Bayesian network. The measure presented is based on the Kullback–Leibler divergence and is useful to evaluate the impact of prior changes over the posterior marginal density of the target variable in the network. We find that some changes do not disturb the posterior marginal density of interest. Finally, we describe a method to compare different sensitivity measures obtained depending on where the inaccuracy was. An example is used to illustrate the concepts and methods presented.     

On entropy of a Pareto distribution in the presence of outliers

ABSTRACT

The aim of this paper is obtaining the amount of information there exists in the Pareto distribution in the presence of outliers. For the sake of this purpose, Shannon entropy, ?-entropy, Fisher information, and Kullback–Leibler distance are computed. Furthermore, a section has been devoted to compare these quantities in these two cases of the Pareto distribution (with outliers and the homogenous case). At the end of this paper, two actual examples, which are related to insurance companies, are brought. A brief summary of which is done in this work is also reported.