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Bayesian Semiparametric Measurement ...
~
Liu, Chang.
Bayesian Semiparametric Measurement Error Models : = Estimation, Variable Selection and Fast Algorithms.
紀錄類型:
書目-語言資料,手稿 : Monograph/item
正題名/作者:
Bayesian Semiparametric Measurement Error Models :/
其他題名:
Estimation, Variable Selection and Fast Algorithms.
作者:
Liu, Chang.
面頁冊數:
1 online resource (251 pages)
附註:
Source: Dissertation Abstracts International, Volume: 78-10(E), Section: B.
Contained By:
Dissertation Abstracts International78-10B(E).
標題:
Statistics. -
電子資源:
click for full text (PQDT)
ISBN:
9781369823011
Bayesian Semiparametric Measurement Error Models : = Estimation, Variable Selection and Fast Algorithms.
Liu, Chang.
Bayesian Semiparametric Measurement Error Models :
Estimation, Variable Selection and Fast Algorithms. - 1 online resource (251 pages)
Source: Dissertation Abstracts International, Volume: 78-10(E), Section: B.
Thesis (Ph.D.)
Includes bibliographical references
This thesis presents Bayesian estimation, variable selection and fast algorithms for semiparametric measurement error models. We will extend the existing Bayesian estimation procedures for measurement error models to allow for heteroscedasctic regression errors from a normal distribution and further to relax the normality assumptio. Bayesian penalized splines will be used to estimate the variance functions and Dirichlet process mixtures models will be applied for non-normal regression errors. Variable selection procedures for this class of model will also be considered. We will apply Bayesian adaptive LASSO and group LASSO to jointly select and estimate the parametric and nonparametric components in a semiparametric model in the presence of measurement error, either in the linear or nonlinear covariate. Some extensions will be discussed to account for heteroscedasticity. Several computing strategies will be proposed to deal with high-dimensional data. To address the computational issues associated with Bayesian posterior inference, we will propose several mean field variational Bayes approximation algorithms for estimation and variable selection algorithms. Simulation studies will be conducted to evaluate each algorithm. The proposed algorithms will be applied to data on phthalate exposure, diet and semen quality.
Electronic reproduction.
Ann Arbor, Mich. :
ProQuest,
2018
Mode of access: World Wide Web
ISBN: 9781369823011Subjects--Topical Terms:
556824
Statistics.
Index Terms--Genre/Form:
554714
Electronic books.
Bayesian Semiparametric Measurement Error Models : = Estimation, Variable Selection and Fast Algorithms.
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Bayesian Semiparametric Measurement Error Models :
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This thesis presents Bayesian estimation, variable selection and fast algorithms for semiparametric measurement error models. We will extend the existing Bayesian estimation procedures for measurement error models to allow for heteroscedasctic regression errors from a normal distribution and further to relax the normality assumptio. Bayesian penalized splines will be used to estimate the variance functions and Dirichlet process mixtures models will be applied for non-normal regression errors. Variable selection procedures for this class of model will also be considered. We will apply Bayesian adaptive LASSO and group LASSO to jointly select and estimate the parametric and nonparametric components in a semiparametric model in the presence of measurement error, either in the linear or nonlinear covariate. Some extensions will be discussed to account for heteroscedasticity. Several computing strategies will be proposed to deal with high-dimensional data. To address the computational issues associated with Bayesian posterior inference, we will propose several mean field variational Bayes approximation algorithms for estimation and variable selection algorithms. Simulation studies will be conducted to evaluate each algorithm. The proposed algorithms will be applied to data on phthalate exposure, diet and semen quality.
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Ann Arbor, Mich. :
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ProQuest,
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2018
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Mode of access: World Wide Web
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click for full text (PQDT)
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