首页> 外文期刊>Computational statistics >Post-processing of Markov chain Monte Carlo output in Bayesian latent variable models with application to multidimensional scaling
【24h】

Post-processing of Markov chain Monte Carlo output in Bayesian latent variable models with application to multidimensional scaling

机译:Markov Chain Monte Carlo Carlo在贝叶斯潜在变量模型中的后处理,应用于多维缩放

获取原文
获取原文并翻译 | 示例
           

摘要

In Bayesian analysis of multidimensional scaling model with MCMC algorithm, we encounter the indeterminacy of rotation, reflection and translation of the parameter matrix of interest. This type of indeterminacy may be seen in other multivariate latent variable models as well. In this paper, we propose to address this indeterminacy problem with a novel, offline post-processing method that is easily implemented using easy-to-use Markov chain Monte Carlo (MCMC) software. Specifically, we propose a post-processing method based on the generalized extended Procrustes analysis to address this problem. The proposed method is compared with four existing methods to deal with indeterminacy thorough analyses of artificial as well as real datasets. The proposed method achieved at least as good a performance as the best existing method. The benefit of the offline processing approach in the era of easy-to-use MCMC software is discussed.
机译:在MCMC算法的多维缩放模型贝叶斯分析中,我们遇到了旋转的不确定,反射和兴趣参数矩阵的翻译。 在其他多变量潜在的变量模型中可以看到这种类型的不确定性。 在本文中,我们建议使用易于使用的Markov链Monte Carlo(MCMC)软件轻松实现这一新颖的离线后处理方法来解决这种不确定性问题。 具体而言,我们提出了一种基于广义扩展的促进程序分析来解决此问题的后处理方法。 将所提出的方法与四种现有方法进行比较,以处理人工以及真实数据集的不确定性彻底分析。 所提出的方法至少尽可能良好地实现作为最佳现有方法的性能。 讨论了易于使用的MCMC软件时代的离线处理方法的好处。

著录项

相似文献

  • 外文文献
  • 中文文献
  • 专利
获取原文

客服邮箱:kefu@zhangqiaokeyan.com

京公网安备:11010802029741号 ICP备案号:京ICP备15016152号-6 六维联合信息科技 (北京) 有限公司©版权所有
  • 客服微信

  • 服务号