Bayesian inference for the Errors-In-Variables model

作者:Fang, X (Fang, Xing)^{[ 1,2 ]} ; Li, BF (Li, Bofeng)^{[ 3 ]} ; Alkhatib, H (Alkhatib, Hamza)^{[ 4 ]} ; Zeng, WX (Zeng, Wenxian)^{[ 1 ]} ; Yao, YB (Yao, Yibin)^{[ 1 ]}

STUDIA GEOPHYSICA ET GEODAETICA

DOI: 10.1007/s11200-015-6107-9

出版年: JAN 2017

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.

作者关键词:Errors-In-Variables; Total Least-Squares; Bayesian inference; quasi solution; Maximum Likelihood; noninformative prior;informative prior

KeyWords Plus:TOTAL LEAST-SQUARES; TRANSFORMATION; REGRESSION; ADJUSTMENT; PARAMETERS; VARIANCE

通讯作者地址: Zeng, WX (通讯作者)

地址:

电子邮件地址:wxzeng@sgg.whu.edu.cn

基金资助机构授权号

SPRINGER, 233 SPRING ST, NEW YORK, NY 10013 USA

研究方向:Geochemistry & Geophysics

Web of Science 类别:Geochemistry & Geophysics

文献类型:Article

语种:English

入藏号: WOS:000394273200003

ISSN: 0039-3169

eISSN: 1573-1626

Impact Factor (影响因子): 0.818