AI 中文总结
研究指数化库马尔斯瓦米分布的贝叶斯估计,基于尺度-位置参数化,通过分层弱信息先验设置解决可识别性问题,用HMC实现,为从业者提供工具并在合成与真实数据上说明。
AI 中文摘要
我们基于尺度-位置参数化讨论指数化库马尔斯瓦米分布的贝叶斯估计。该参数化便于先验引出和结果解释,但可能存在可识别性问题,通过分层弱信息先验设置解决。我们的HMC实现为从业者提供现成工具,并在合成数据和真实数据上进行了说明。
英文摘要
We discuss Bayesian estimation of the exponentiated Kumaraswamy distribution, based on a location-scale-shape parameterisation. The parameterisation facilitates prior elicitation and interpretation of results, but potentially entails identifiability issues that are addressed through a hierarchical weakly informative prior setting. Our HMC implementation enables off-the-shelf utility for practitioners, and is illustrated on synthetic and real data.
Comments11 pages 9 figures