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A Note on B-Splines for Semiparametric Elicitation

机译:关于半参数启发的B样条的注记

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In this article we introduce a novel method for transferring expert statements about an uncertain bounded quantity into a probability distribution. This is a challenging problem, as these statements are usually sparse and imprecise. We will approach both issues by penalization, such that the final distribution will contain the stated information, but subject to that distributes its probability mass as uniformly as possible. As a functional basis for the modeled distribution we use linear combinations of B-splines. B-splines are highly flexible, have excellent shape-preserving properties, and are also well suited for evaluation, differentiation, and integration.rnAn R-package implementing the methods described in this article is available as online supplemental material.
机译:在本文中,我们介绍了一种将不确定的有界数量的专家陈述转换为概率分布的新颖方法。这是一个具有挑战性的问题,因为这些陈述通常是稀疏且不精确的。我们将通过惩罚的方式处理这两个问题,以便最终分布将包含所述信息,但是要服从该信息,尽可能均匀地分布其概率质量。作为建模分布的功能基础,我们使用B样条的线性组合。 B样条具有很高的柔韧性,具有出色的形状保留特性,还非常适合评估,区分和集成。rn本文中介绍了一种实现本文所述方法的R包,可作为在线补充材料。

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