The jackknife-like method for assessing uncertainty of point estimates for bayesian estimation in a finite gaussian mixture model
© 2018 by the Mathematical Association of Thailand. All rights reserved. In this paper, we follow the idea of using an invariant loss function in a decision theoretic approach for point estimation in Bayesian mixture models presented in [1]. Although using this approach the so-called label switching...
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th-cmuir.6653943832-588242018-09-05T04:33:10Z The jackknife-like method for assessing uncertainty of point estimates for bayesian estimation in a finite gaussian mixture model Kuntalee Chaisee Mathematics © 2018 by the Mathematical Association of Thailand. All rights reserved. In this paper, we follow the idea of using an invariant loss function in a decision theoretic approach for point estimation in Bayesian mixture models presented in [1]. Although using this approach the so-called label switching is no longer a problem, it is difficult to assess the uncertainty. We propose a simple and accessible way for assessing uncertainty using the leaving-out idea from the jackknife method to compute the Bayes estimates called jackknife-Bayes estimates, then use them to visualize the uncertainty of Bayesian point estimates. This paper is primarily related to simulation-based point estimation using Markov Chain Monte Carlo (MCMC) samples; hence the MCMC methods, in particular Gibbs sampling and Metropolis Hastings method are used to approximate the posterior mixture models. We also present the use of importance sampling in reduced posterior mixture distribution corresponding to the leaving-out observation. 2018-09-05T04:33:10Z 2018-09-05T04:33:10Z 2018-01-01 Journal 16860209 2-s2.0-85044994797 https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85044994797&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/58824 |
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Mathematics Kuntalee Chaisee The jackknife-like method for assessing uncertainty of point estimates for bayesian estimation in a finite gaussian mixture model |
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© 2018 by the Mathematical Association of Thailand. All rights reserved. In this paper, we follow the idea of using an invariant loss function in a decision theoretic approach for point estimation in Bayesian mixture models presented in [1]. Although using this approach the so-called label switching is no longer a problem, it is difficult to assess the uncertainty. We propose a simple and accessible way for assessing uncertainty using the leaving-out idea from the jackknife method to compute the Bayes estimates called jackknife-Bayes estimates, then use them to visualize the uncertainty of Bayesian point estimates. This paper is primarily related to simulation-based point estimation using Markov Chain Monte Carlo (MCMC) samples; hence the MCMC methods, in particular Gibbs sampling and Metropolis Hastings method are used to approximate the posterior mixture models. We also present the use of importance sampling in reduced posterior mixture distribution corresponding to the leaving-out observation. |
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Kuntalee Chaisee |
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Kuntalee Chaisee |
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Kuntalee Chaisee |
title |
The jackknife-like method for assessing uncertainty of point estimates for bayesian estimation in a finite gaussian mixture model |
title_short |
The jackknife-like method for assessing uncertainty of point estimates for bayesian estimation in a finite gaussian mixture model |
title_full |
The jackknife-like method for assessing uncertainty of point estimates for bayesian estimation in a finite gaussian mixture model |
title_fullStr |
The jackknife-like method for assessing uncertainty of point estimates for bayesian estimation in a finite gaussian mixture model |
title_full_unstemmed |
The jackknife-like method for assessing uncertainty of point estimates for bayesian estimation in a finite gaussian mixture model |
title_sort |
jackknife-like method for assessing uncertainty of point estimates for bayesian estimation in a finite gaussian mixture model |
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2018 |
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https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85044994797&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/58824 |
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