Bayesian object identification: Variants

JOURNAL OF MULTIVARIATE ANALYSIS

卷:81

Article

Ritter, G ; Gallegos, MT

关键词: Bayesian identification;    selection of variants;    simple selector;    exchangeability;    detailed balance;    reversibility;   

DOI  :  10.1006/jmva.2001.2009

来源: Elsevier

【 摘 要 】

We present a Bayesian theory of object identification. Here, identifying an object means selecting a particular observation from a group of observations (variants), this observation (the regular variant) being characterized by a distributional model. In this sense, object identification means assigning a given model to one of several observations. Often, it is the statistical model of the regular variant, only, that is known. We study an estimator which relies essentially on this model and not on the characteristics of the irregular variants. In particular, we investigate under what conditions this variant selector is optimal. It turns out that there is a close relationship with exchangeability and Markovian reversibility. We finally apply our theory to the case of irregular variants generated from the regular variant by a Gaussian linear model. (C) 2001 Elsevier Science (USA).

【 授权许可】

Free