Robust estimation in controlled branching processes: Bayesian estimators via disparities

M. Gonz'alez, C. Minuesa, I. Puerto, A. Vidyashankar
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引用次数: 7

Abstract

This paper is concerned with Bayesian inferential methods for data from controlled branching processes that account for model robustness through the use of disparities. Under regularity conditions, we establish that estimators built on disparity-based posterior, such as expectation and maximum a posteriori estimates, are consistent and efficient under the posited model. Additionally, we show that the estimates are robust to model misspecification and presence of aberrant outliers. To this end, we develop several fundamental ideas relating minimum disparity estimators to Bayesian estimators built on the disparity-based posterior, for dependent tree-structured data. We illustrate the methodology through a simulated example and apply our methods to a real data set from cell kinetics.
受控分支过程中的鲁棒估计:基于差的贝叶斯估计
本文关注来自受控分支过程的数据的贝叶斯推理方法,该方法通过使用差异来解释模型的鲁棒性。在正则性条件下,我们建立了基于差异后验的估计,如期望和最大后验估计,在假设的模型下是一致和有效的。此外,我们表明估计对模型错误规范和异常异常值的存在具有鲁棒性。为此,我们发展了几个基本思想,将最小视差估计与基于视差后验的贝叶斯估计联系起来,用于相关的树结构数据。我们通过一个模拟的例子来说明该方法,并将我们的方法应用于细胞动力学的真实数据集。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
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