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Parameter Updating in a Bayes Network

 

作者: Sharon-Use Normand,   David Tritchler,  

 

期刊: Journal of the American Statistical Association  (Taylor Available online 1992)
卷期: Volume 87, issue 420  

页码: 1109-1115

 

ISSN:0162-1459

 

年代: 1992

 

DOI:10.1080/01621459.1992.10476266

 

出版商: Taylor & Francis Group

 

关键词: Data propagation;Dynamic linear model;Graphical representation

 

数据来源: Taylor

 

摘要:

A Bayes network is a directed acyclic graph in which the links are quantified by fixed conditional probabilities and the nodes represent random variables. The primary use of the network is to provide an efficient method for updating conditional probabilities in the graph. We consider the consequences of using the network as the computational device for updating parameter estimates in the dynamic linear model, a discrete time Bayesian model. We show that using the network characterizes the dynamic linear model and its computations in a unified way. The generality of the network permits nonsequential data collection and thereby provides a straightforward method of incorporating delayed data. An on-line diagnostic is offered to complement the conventional forecast error and an approximation to the posterior distribution is proposed. Algorithms for data propagation in multivariate Gaussian causal trees are presented.

 

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