路径抽样法在贝叶斯模型选择中的应用

华南理工大学学报(自然科学版) ›› 2004, Vol. 32 ›› Issue (10): 90-92.

路径抽样法在贝叶斯模型选择中的应用

郝志峰王宁宁

华南理工大学数学科学学院广东广州510640

收稿日期:2003-10-09 出版日期:2004-10-20 发布日期:2015-09-08
通信作者: 郝志峰（1968－）男教授博士生导师主要从事算法分析方面的研究。 E-mail:mazfhao＠scut.edu.cn
作者简介: 郝志峰（1968－）男教授博士生导师主要从事算法分析方面的研究。

Application of the Path Sampling to the Model Selection by Means of Bayesian Method

Hao Zhi- feng Wang Ning- ning

College of Mathematical ScienceSouth China Univ．of Tech．Guangzhou510640GuangdongChina

Received:2003-10-09 Online:2004-10-20 Published:2015-09-08
Contact: 郝志峰（1968－）男教授博士生导师主要从事算法分析方面的研究。 E-mail:mazfhao＠scut.edu.cn
About author: 郝志峰（1968－）男教授博士生导师主要从事算法分析方面的研究。

摘要/Abstract

摘要： 采用贝叶斯分析方法解决模型选择问题针对传统的 Box-Cox 模型线性与非线性的选择问题将路径抽样法应用于贝叶斯因子的计算引进一个连续的路径参数并且假定它满足一定的概率分布利用该路径参数连接待选择的模型使计算贝叶斯因子的工作主要集中于马尔可夫链蒙特卡洛（MCMC）抽样上从而简化了使用贝叶斯分析方法的计算过程实现了路径抽样法在模型选择中的具体应用．

关键词: 贝叶斯因子, 模型选择, 路径抽样, Box-Cox 模型

Abstract: Bayesian factor|model selection|path sampling|Box-Cox model

Key words: In order to solve the problem of model selection by means of Bayesian method and in view of the selection , of the traditional linear Box-Cox model and the nonlinear Box-Cox model?the method of path sampling was adopted , to calculate the Bayesian factors?A continuous path parameter with a certain assumed probability distribution was then , introduced to connect different models to be selected．Thus?the main calculation of the Bayesian factors was focused , on the sampling of Markov Chain Monte Carlo （MCMC） and the calculation in the analytical process by means of , Bayesian method was simplified．It is concluded that the method of path sampling can be applied to model selection in , practice．

郝志峰王宁宁. 路径抽样法在贝叶斯模型选择中的应用[J]. 华南理工大学学报(自然科学版), 2004, 32(10): 90-92.

Hao Zhi- feng Wang Ning- ning. Application of the Path Sampling to the Model Selection by Means of Bayesian Method[J]. Journal of South China University of Technology(Natural Science Edition), 2004, 32(10): 90-92.