Bayesian inference for the Errors-In-Variables model

被引:26
|
作者
Fang, Xing [1 ,2 ]
Li, Bofeng [3 ]
Alkhatib, Hamza [4 ]
Zeng, Wenxian [1 ]
Yao, Yibin [1 ]
机构
[1] Wuhan Univ, Sch Geodesy & Geomat, Wuhan, Peoples R China
[2] Ohio State Univ, Sch Earth Sci, Columbus, OH 43210 USA
[3] Tongji Univ, Coll Surveying & Geoinformat, Shanghai, Peoples R China
[4] Leibniz Univ Hannover, Geodet Inst, Hannover, Germany
基金
中国国家自然科学基金;
关键词
Errors-In-Variables; Total Least-Squares; Bayesian inference; quasi solution; Maximum Likelihood; noninformative prior; informative prior; TOTAL LEAST-SQUARES; TRANSFORMATION; REGRESSION; ADJUSTMENT; PARAMETERS; VARIANCE;
D O I
10.1007/s11200-015-6107-9
中图分类号
P3 [地球物理学]; P59 [地球化学];
学科分类号
0708 ; 070902 ;
摘要
We discuss the Bayesian inference based on the Errors-In-Variables (EIV) model. The proposed estimators are developed not only for the unknown parameters but also for the variance factor with or without prior information. The proposed Total Least-Squares (TLS) estimators of the unknown parameter are deemed as the quasi Least-Squares (LS) and quasi maximum a posterior (MAP) solution. In addition, the variance factor of the EIV model is proven to be always smaller than the variance factor of the traditional linear model. A numerical example demonstrates the performance of the proposed solutions.
引用
收藏
页码:35 / 52
页数:18
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