Gespeichert in:
| Titel: | Bayesian inference for generalized additive regression |
|---|---|
| Von: |
vorgelegt von Stefan Lang
|
| Person: |
Lang, Stefan
Verfasser aut |
| Hauptverfasser: | |
| Format: | Abschlussarbeit Buch |
| Sprache: | Englisch |
| Veröffentlicht: |
2001
|
| Schlagworte: | |
| Online-Zugang: | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009639988&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| Beschreibung: | IV, 160 S. graph. Darst., Kt. |
Internformat
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Datensatz im Suchindex
| DE-BY-UBR_call_number | 23/Q12342 |
|---|---|
| DE-BY-UBR_katkey | 3300685 |
| DE-BY-UBR_location | UB Magazin |
| DE-BY-UBR_media_number | 069031423814 |
| _version_ | 1835084144242065408 |
| adam_text | Table of Contents
1. Introduction 1
1.1 Motivating examples 2
1.2 Bayesian semiparametric additive regression 4
1.2.1 Observation model 4
1.2.2 The general form of the priors 5
1.2.3 Interactions between covariates 6
1.2.4 Unobserved heterogeneity 7
1.2.5 Bayesian Inference 7
1.3 Related approaches 8
1.3.1 Approaches based on roughness penalties 9
1.3.2 Approaches based on adaptive knot selection 10
1.4 Guideline through the articles 10
2. Bayesian Inference for Generalized Additive Mixed Models Based
on Markov Random Field Priors 13
2.1 Introduction 13
2.2 Bayesian semiparametric mixed models 16
2.2.1 Observation model 16
2.2.2 Prior distributions 17
2.3 MCMC inference 22
2.4 Applications 26
2.4.1 Forest damage 26
2.4.2 Duration of unemployment 28
2.5 Conclusions 31
3. Bayesian Semiparametric Regression Analysis of Multicategorical
Time Space Data 35
3.1 Introduction 35
3.2 Semiparametric Bayesian models for multicategorical time space data 36
3.2.1 Multicategorical response models 36
jj Table of Contents __^__
3.2.2 Observation model 37
3.2.3 Prior model 38
3.2.4 Hyperpriors 41
3.3 Posterior analysis via MCMC 41
3.4 Simulation study 44
3.5 Applications 47
3.5.1 Reemployment chances 47
3.5.2 Forest health 52
3.6 Conclusions 55
4. Bayesian P splines 57
4.1 Introduction 57
4.2 Bayesian GAMM s and VCMM s based on P Splines 60
4.2.1 GAMs 60
4.2.2 Modelling interactions 63
4.2.3 Unobserved heterogeneity 65
4.2.4 Additional prior assumptions 66
4.3 Posterior inference via MCMC 66
4.3.1 Gaussian responses 66
4.3.2 Categorical probit models 68
4.3.3 General distributions from an exponential family 69
4.4 Simulations 70
4.4.1 Comparison of the Bayesian and the classical approach 70
4.4.2 Locally adaptive smoothing parameters 72
4.4.3 Surface fitting 75
4.5 Application to rents for flats 78
4.6 Conclusions 79
5. BayesX: Analysing Bayesian Semiparametric Regression Models 83
5.1 Introduction 83
5.2 Bayesian semiparametric regression models with BayesX 85
5.2.1 dataset objects 86
5.2.2 map objects 86
5.2.3 bayesreg objects 87
5.3 A complex example 88
6. Bayesian Generalized Additive Mixed Models. A Simulation Study 93
6.1 Introduction 93
Table of Contents iii
6.2 Bayesian generalized additive mixed models 95
6.3 Simulation study 97
6.3.1 Simulation design 97
6.3.2 Results for Gaussian responses 98
6.3.3 Results for categorical responses 113
6.4 Conclusions 114
7. Semiparametric Bayesian Time Space Analysis of Unemployment
Duration 121
7.1 Introduction 121
7.2 Descriptive and exploratory examination of the data 125
7.2.1 The IAB employment sample 125
7.2.2 The sample of unemployment benefit recipients 126
7.3 Semiparametric Bayesian modelling and estimation of discrete time
duration models 129
7.3.1 Observation model 129
7.3.2 Prior assumptions 133
7.3.3 Bayesian inference 136
7.4 Time space analysis of unemployment duration in West Germany. ... 137
7.4.1 The basic model 137
7.4.2 Time space interactions 147
7.4.3 Seasonally revisited 150
7.5 Conclusions 150
|
| any_adam_object | 1 |
| author | Lang, Stefan |
| author_facet | Lang, Stefan |
| author_role | aut |
| author_sort | Lang, Stefan |
| author_variant | s l sl |
| building | Verbundindex |
| bvnumber | BV014075030 |
| classification_rvk | QH 233 SK 830 |
| ctrlnum | (OCoLC)248451856 (DE-599)BVBBV014075030 |
| discipline | Mathematik Wirtschaftswissenschaften |
| format | Thesis Book |
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| id | DE-604.BV014075030 |
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| indexdate | 2024-12-20T10:58:42Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-009639988 |
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| physical | IV, 160 S. graph. Darst., Kt. |
| publishDate | 2001 |
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| spellingShingle | Lang, Stefan Bayesian inference for generalized additive regression Regression / Nichtparametrisches Verfahren / Bayes-Statistik / Theorie Schätzung / Arbeitslosigkeit / Dauer / Deutschland Bayes-Inferenz (DE-588)4648118-7 gnd Bayes-Entscheidungstheorie (DE-588)4144220-9 gnd Bayes-Verfahren (DE-588)4204326-8 gnd Nichtparametrische Schätzung (DE-588)4203980-0 gnd Regressionsanalyse (DE-588)4129903-6 gnd Markov-Ketten-Monte-Carlo-Verfahren (DE-588)4508520-1 gnd Semiparametrisches Modell (DE-588)4232479-8 gnd |
| subject_GND | (DE-588)4648118-7 (DE-588)4144220-9 (DE-588)4204326-8 (DE-588)4203980-0 (DE-588)4129903-6 (DE-588)4508520-1 (DE-588)4232479-8 (DE-588)4113937-9 |
| title | Bayesian inference for generalized additive regression |
| title_auth | Bayesian inference for generalized additive regression |
| title_exact_search | Bayesian inference for generalized additive regression |
| title_full | Bayesian inference for generalized additive regression vorgelegt von Stefan Lang |
| title_fullStr | Bayesian inference for generalized additive regression vorgelegt von Stefan Lang |
| title_full_unstemmed | Bayesian inference for generalized additive regression vorgelegt von Stefan Lang |
| title_short | Bayesian inference for generalized additive regression |
| title_sort | bayesian inference for generalized additive regression |
| topic | Regression / Nichtparametrisches Verfahren / Bayes-Statistik / Theorie Schätzung / Arbeitslosigkeit / Dauer / Deutschland Bayes-Inferenz (DE-588)4648118-7 gnd Bayes-Entscheidungstheorie (DE-588)4144220-9 gnd Bayes-Verfahren (DE-588)4204326-8 gnd Nichtparametrische Schätzung (DE-588)4203980-0 gnd Regressionsanalyse (DE-588)4129903-6 gnd Markov-Ketten-Monte-Carlo-Verfahren (DE-588)4508520-1 gnd Semiparametrisches Modell (DE-588)4232479-8 gnd |
| topic_facet | Regression / Nichtparametrisches Verfahren / Bayes-Statistik / Theorie Schätzung / Arbeitslosigkeit / Dauer / Deutschland Bayes-Inferenz Bayes-Entscheidungstheorie Bayes-Verfahren Nichtparametrische Schätzung Regressionsanalyse Markov-Ketten-Monte-Carlo-Verfahren Semiparametrisches Modell Hochschulschrift |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009639988&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT langstefan bayesianinferenceforgeneralizedadditiveregression |
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