Statistics Based on Dirichlet Processes and Related Topics
暫譯: 基於狄利克雷過程的統計及相關主題
Yamato, Hajime
- 出版商: Springer
- 出版日期: 2020-07-18
- 售價: $2,430
- 貴賓價: 9.5 折 $2,309
- 語言: 英文
- 頁數: 74
- 裝訂: Quality Paper - also called trade paper
- ISBN: 9811569746
- ISBN-13: 9789811569746
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相關分類:
機率統計學 Probability-and-statistics
海外代購書籍(需單獨結帳)
相關主題
商品描述
This book focuses on the properties associated with the Dirichlet process, describing its use a priori for nonparametric inference and the Bayes estimate to obtain limits for the estimable parameter. It presents the limits and the well-known U- and V-statistics as a convex combination of U-statistics, and by investigating this convex combination, it demonstrates these three statistics. Next, the book notes that the Dirichlet process gives the discrete distribution with probability one, even if the parameter of the process is continuous. Therefore, there are duplications among the sample from the distribution, which are discussed. Because sampling from the Dirichlet process is described sequentially, it can be described equivalently by the Chinese restaurant process. Using this process, the Donnelly-Tavar -Griffiths formulas I and II are obtained, both of which give the Ewens' sampling formula. The book then shows the convergence and approximation of the distribution for its number of distinct components. Lastly, it explains the interesting properties of the Griffiths-Engen-McCloskey distribution, which is related to the Dirichlet process and the Ewens' sampling formula.
商品描述(中文翻譯)
本書專注於與 Dirichlet 過程相關的性質,描述其在非參數推斷中的先驗使用,以及貝葉斯估計以獲得可估參數的界限。它呈現了界限以及著名的 U 和 V 統計量,作為 U 統計量的凸組合,並通過研究這一凸組合,展示這三個統計量。接著,本書指出,Dirichlet 過程以概率一給出離散分佈,即使該過程的參數是連續的。因此,從該分佈的樣本中存在重複,這一點也有討論。由於從 Dirichlet 過程的抽樣是按順序描述的,因此可以等價地用中國餐廳過程來描述。利用這一過程,得到了 Donnelly-Tavar-Griffiths 公式 I 和 II,這兩者都給出了 Ewens 的抽樣公式。然後,本書展示了其不同組件數量的分佈的收斂性和近似性。最後,解釋了與 Dirichlet 過程和 Ewens 的抽樣公式相關的 Griffiths-Engen-McCloskey 分佈的有趣性質。
作者簡介
Hajime Yamato, Professor Emeritus of Kagoshima University.
作者簡介(中文翻譯)
鹿兒島大學名譽教授 山本一