Pooling of prior distributions via logarithmic and supra-Bayesian methods with application to Bayesian inference in deterministic simulation models, The
1998 Summer. Includes bibliographic references. Covers not scanned. Print version deaccessioned 2022. We consider Bayesian inference when priors and likelihoods are both available for inputs and outputs of a deterministic simulation model. Deterministic simulation models are used frequently by scien...
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ftcolostateunidc:oai:mountainscholar.org:10217/235753 2023-06-11T04:10:42+02:00 Pooling of prior distributions via logarithmic and supra-Bayesian methods with application to Bayesian inference in deterministic simulation models, The Roback, Paul J. Givens, Geof Hoeting, Jennifer Howe, Adele Tweedie, Richard 2022-09-14T20:18:57Z doctoral dissertations application/pdf https://hdl.handle.net/10217/235753 English eng eng Colorado State University. Libraries Catalog record number (MMS ID): 991005123069703361 QA279.5.R63 1998 1980-1999 - CSU Theses and Dissertations https://hdl.handle.net/10217/235753 Copyright and other restrictions may apply. User is responsible for compliance with all applicable laws. For information about copyright law, please see https://libguides.colostate.edu/copyright. Bayesian statistical decision theory Simulation methods Text 2022 ftcolostateunidc 2023-05-04T17:38:17Z 1998 Summer. Includes bibliographic references. Covers not scanned. Print version deaccessioned 2022. We consider Bayesian inference when priors and likelihoods are both available for inputs and outputs of a deterministic simulation model. Deterministic simulation models are used frequently by scientists to describe natural systems, and the Bayesian framework provides a natural vehicle for incorporating uncertainty in a deterministic model. The problem of making inference about parameters in deterministic simulation models is fundamentally related to the issue of aggregating (i. e. pooling) expert opinion. Alternative strategies for aggregation are surveyed and four approaches are discussed in detail- logarithmic pooling, linear pooling, French-Lindley supra-Bayesian pooling, and Lindley-Winkler supra-Bayesian pooling. The four pooling approaches are compared with respect to three suitability factors-theoretical properties, performance in examples, and the selection and sensitivity of hyperparameters or weightings incorporated in each method and the logarithmic pool is found to be the most appropriate pooling approach when combining exp rt opinions in the context of deterministic simulation models. We develop an adaptive algorithm for estimating log pooled priors for parameters in deterministic simulation models. Our adaptive estimation approach relies on importance sampling methods, density estimation techniques for which we numerically approximate the Jacobian, and nearest neighbor approximations in cases in which the model is noninvertible. This adaptive approach is compared to a nonadaptive approach over several examples ranging from a relatively simple R1 → R1 example with normally distributed priors and a linear deterministic model, to a relatively complex R2 → R2 example based on the bowhead whale population model. In each case, our adaptive approach leads to better and more efficient estimates of the log pooled prior than the nonadaptive estimation algorithm. Finally, we extend our inferential ... Text bowhead whale Digital Collections of Colorado (Colorado State University) Lindley ENVELOPE(159.100,159.100,-81.767,-81.767) |
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Digital Collections of Colorado (Colorado State University) |
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language |
English |
topic |
Bayesian statistical decision theory Simulation methods |
spellingShingle |
Bayesian statistical decision theory Simulation methods Roback, Paul J. Pooling of prior distributions via logarithmic and supra-Bayesian methods with application to Bayesian inference in deterministic simulation models, The |
topic_facet |
Bayesian statistical decision theory Simulation methods |
description |
1998 Summer. Includes bibliographic references. Covers not scanned. Print version deaccessioned 2022. We consider Bayesian inference when priors and likelihoods are both available for inputs and outputs of a deterministic simulation model. Deterministic simulation models are used frequently by scientists to describe natural systems, and the Bayesian framework provides a natural vehicle for incorporating uncertainty in a deterministic model. The problem of making inference about parameters in deterministic simulation models is fundamentally related to the issue of aggregating (i. e. pooling) expert opinion. Alternative strategies for aggregation are surveyed and four approaches are discussed in detail- logarithmic pooling, linear pooling, French-Lindley supra-Bayesian pooling, and Lindley-Winkler supra-Bayesian pooling. The four pooling approaches are compared with respect to three suitability factors-theoretical properties, performance in examples, and the selection and sensitivity of hyperparameters or weightings incorporated in each method and the logarithmic pool is found to be the most appropriate pooling approach when combining exp rt opinions in the context of deterministic simulation models. We develop an adaptive algorithm for estimating log pooled priors for parameters in deterministic simulation models. Our adaptive estimation approach relies on importance sampling methods, density estimation techniques for which we numerically approximate the Jacobian, and nearest neighbor approximations in cases in which the model is noninvertible. This adaptive approach is compared to a nonadaptive approach over several examples ranging from a relatively simple R1 → R1 example with normally distributed priors and a linear deterministic model, to a relatively complex R2 → R2 example based on the bowhead whale population model. In each case, our adaptive approach leads to better and more efficient estimates of the log pooled prior than the nonadaptive estimation algorithm. Finally, we extend our inferential ... |
author2 |
Givens, Geof Hoeting, Jennifer Howe, Adele Tweedie, Richard |
format |
Text |
author |
Roback, Paul J. |
author_facet |
Roback, Paul J. |
author_sort |
Roback, Paul J. |
title |
Pooling of prior distributions via logarithmic and supra-Bayesian methods with application to Bayesian inference in deterministic simulation models, The |
title_short |
Pooling of prior distributions via logarithmic and supra-Bayesian methods with application to Bayesian inference in deterministic simulation models, The |
title_full |
Pooling of prior distributions via logarithmic and supra-Bayesian methods with application to Bayesian inference in deterministic simulation models, The |
title_fullStr |
Pooling of prior distributions via logarithmic and supra-Bayesian methods with application to Bayesian inference in deterministic simulation models, The |
title_full_unstemmed |
Pooling of prior distributions via logarithmic and supra-Bayesian methods with application to Bayesian inference in deterministic simulation models, The |
title_sort |
pooling of prior distributions via logarithmic and supra-bayesian methods with application to bayesian inference in deterministic simulation models, the |
publisher |
Colorado State University. Libraries |
publishDate |
2022 |
url |
https://hdl.handle.net/10217/235753 |
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ENVELOPE(159.100,159.100,-81.767,-81.767) |
geographic |
Lindley |
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Lindley |
genre |
bowhead whale |
genre_facet |
bowhead whale |
op_relation |
Catalog record number (MMS ID): 991005123069703361 QA279.5.R63 1998 1980-1999 - CSU Theses and Dissertations https://hdl.handle.net/10217/235753 |
op_rights |
Copyright and other restrictions may apply. User is responsible for compliance with all applicable laws. For information about copyright law, please see https://libguides.colostate.edu/copyright. |
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