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Quantification of prior information revised.
Quantification of prior information about possibly high-dimensional unknown parameters of dynamic probabilistic models is adressed. Their prior probability density function (pdf) is chosen in conjugate form. Individual piec...
BC - Teorie a systémy řízení
- 2001 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Bayesian estimation in exponential competing risks model
The paper deals with the competing risks model with independent exponential distibutions of risks, conjugate priors are considered for parameters of the model. Bayes estimators under quadratic loss are explored, the stress is put on...
BA - Obecná matematika
- 2001 •
- D
Rok uplatnění
D - Stať ve sborníku
Diffusion Estimation Of State-Space Models: Bayesian Formulation
model is rewritten into the exponential family form and a conjugate prior describesThe paper studies the problem of decentralized distributed estimation of the state-space models from the Bayesian viewpoint. The adopted d...
Statistics and probability
- 2014 •
- D •
- Link
Rok uplatnění
D - Stať ve sborníku
Výsledek na webu
Sequential Estimation of Mixtures in Diffusion Networks
with unknown component parameters and weights. Moreover, if conjugate priors are usedThe letter studies the problem of sequential estimation of mixtures in diffusion networks whose nodes communicate only with their adjacent neighbo...
BB - Aplikovaná statistika, operační výzkum
- 2015 •
- Jx •
- Link
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Výsledek na webu
Marginalized Particle Filters for Bayesian Estimation of Gaussian Noise Parameters
and analytically using the concept of conjugate prior distributions. The resulting marginalized...
BC - Teorie a systémy řízení
- 2010 •
- D
Rok uplatnění
D - Stať ve sborníku
Weak asymptonic of the Bayes estimator of the reliability function in the Koziol-Green model
The Bayesian estimator (assuming conjugate prior density) of the reliability function in the Koziol-Green model with exponential distribution is considered, and the weak convergence of the estimator process to the Gaussian ...
BA - Obecná matematika
- 2001 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Forecasting Czech GDP using Bayesian Dynamic Model Averaging
Main topics of the document: Bayesian dynamic model averaging; Minnesota prior; Bayesian Vector Autoregressive model; GDP forecasting......
Statistics and probability
- 2018 •
- Jost •
- Link
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Jost - Ostatní články v recenzovaných periodicích
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Bayesian Inference of Total Least-Squares With Known Precision
density function, conjugate prior probability-density function, and the posteriorThis paper provides a Bayesian analysis of the total least-squares problem. The resulting Bayesian inference expands on available me...
Automation and control systems
- 2022 •
- D •
- Link
Rok uplatnění
D - Stať ve sborníku
Výsledek na webu
Hierarchical Modelling of Industrial System Reliability with Probabilistic Logic
The use of Bayesian methods in dynamic assessment of system reliability is inevitably limited by compu- tational dif?culties arising from non-conjugate prior distributions. This contribution proposes an alternative framewor...
BB - Aplikovaná statistika, operační výzkum
- 2014 •
- D
Rok uplatnění
D - Stať ve sborníku
Bayesian estimates: tool for processing prior information
This paper considers some fundamental statistical models and investigates whether Bayesian estimates of their parameters correspond to intuition in the situation, when observed data are combined with results of previous (prior) meas...
Statistics and probability
- 2021 •
- Jost •
- Link
Rok uplatnění
Jost - Ostatní články v recenzovaných periodicích
Výsledek na webu
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