Bayesian computations for random environment models

被引:0
作者
Al-Mutairi, DK [1 ]
机构
[1] Kuwait Univ, Coll Sci, Dept Stat & Operat Res, Safat 13060, Kuwait
关键词
Bayesian computation; Bayesian inference; Gibbs sampling; joint prior distribution; random environment;
D O I
10.1080/1478881042000214631
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
This paper deals with the analysis of reliability data from a Bayesian perspective for Random Environment (RE) models. We give an overview of current literature on RE models. We also study the computational problems associated with the implementations of RE models in a Bayesian setting. Then, we present the Markov Chain Monte Carlo technique to solve such problems. These problems arise in posterior and predictive analysis and their relevant quantities such as mean, variance, and median. The suggested methodology is incorporated with an illustration.
引用
收藏
页码:645 / 659
页数:15
相关论文
共 50 条
  • [31] Bayesian clustering of many GARCH models
    Bauwens, L.
    Rombouts, J. V. K.
    [J]. ECONOMETRIC REVIEWS, 2007, 26 (2-4) : 365 - 386
  • [32] Study on a class of nonlinear time series models and ergodicity in random environment domain
    Zhenting Hou
    Zheng Yu
    Peng Shi
    [J]. Mathematical Methods of Operations Research, 2005, 61 : 299 - 310
  • [33] Risk Functions in Multidimensional Stock Control Models that Function in a Random Markov Environment
    A. A. Voina
    A. Klodzinska
    [J]. Cybernetics and Systems Analysis, 2004, 40 (4) : 594 - 598
  • [34] Study on a class of nonlinear time series models and ergodicity in random environment domain
    Hou, ZT
    Yu, Z
    Shi, P
    [J]. MATHEMATICAL METHODS OF OPERATIONS RESEARCH, 2005, 61 (02) : 299 - 310
  • [35] Korean Welfare Panel Data: A Computational Bayesian Method for Ordered Probit Random Effects Models
    Lee, Hyejin
    Kyung, Minjung
    [J]. COMMUNICATIONS FOR STATISTICAL APPLICATIONS AND METHODS, 2014, 21 (01) : 45 - 60
  • [36] Computational Bayesian analysis of hidden Markov models
    Ryden, T
    Titterington, DM
    [J]. JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS, 1998, 7 (02) : 194 - 211
  • [37] Bayes and Darwin: How replicator populations implement Bayesian computations
    Czegel, Daniel
    Giaffar, Hamza
    Tenenbaum, Joshua B.
    Szathmary, Eoers
    [J]. BIOESSAYS, 2022, 44 (04)
  • [38] ON THE RANGE OF RANDOM WALKS IN RANDOM ENVIRONMENT
    ZHOU XIANYIN(Department of Mathematics
    [J]. ChineseAnnalsofMathematics, 1995, (01) : 131 - 138
  • [39] GEOMETRIC ADAPTIVE MONTE CARLO IN RANDOM ENVIRONMENT
    Papamarkou, Theodore
    Lindo, Alexey
    Ford, Eric B.
    [J]. FOUNDATIONS OF DATA SCIENCE, 2021, 3 (02): : 201 - 224
  • [40] Stochastic epidemic models with random environment: quasi-stationarity, extinction and final size
    J. R. Artalejo
    A. Economou
    M. J. Lopez-Herrero
    [J]. Journal of Mathematical Biology, 2013, 67 : 799 - 831