Bayesian regression on non-parametric mixed-effect models with shape-restricted Bernstein polynomials

被引:2
|
作者
Ding, Jianhua [1 ]
Zhang, Zhongzhan [2 ]
机构
[1] Shanxi Datong Univ, Dept Stat, Datong, Peoples R China
[2] Beijing Univ Technol, Coll Appl Sci, Beijing, Peoples R China
基金
中国国家自然科学基金;
关键词
Bernstein polynomials; shape constrains; truncated normal distribution; Markov chainMonte Carlo sampler; ISOTONIC REGRESSION; SIMULATION; SPLINES;
D O I
10.1080/02664763.2016.1142940
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We develop a Bayesian estimation method to non-parametric mixed-effect models under shape-constrains. The approach uses a hierarchical Bayesian framework and characterizations of shape-constrained Bernstein polynomials (BPs). We employ Markov chain Monte Carlo methods for model fitting, using a truncated normal distribution as the prior for the coefficients of BPs to ensure the desired shape constraints. The small sample properties of the Bayesian shape-constrained estimators across a range of functions are provided via simulation studies. Two real data analysis are given to illustrate the application of the proposed method.
引用
收藏
页码:2524 / 2537
页数:14
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