| Title:
|
Reversible jump MCMC for two-state multivariate Poisson mixtures (English) |
| Author:
|
Lahtinen, Jani |
| Author:
|
Lampinen, Jouko |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
39 |
| Issue:
|
3 |
| Year:
|
2003 |
| Pages:
|
[307]-315 |
| Summary lang:
|
English |
| . |
| Category:
|
math |
| . |
| Summary:
|
The problem of identifying the source from observations from a Poisson process can be encountered in fault diagnostics systems based on event counters. The identification of the inner state of the system must be made based on observations of counters which entail only information on the total sum of some events from a dual process which has made a transition from an intact to a broken state at some unknown time. Here we demonstrate the general identifiability of this problem in presence of multiple counters. (English) |
| Keyword:
|
Bayesian inference |
| Keyword:
|
fault diagnostics |
| Keyword:
|
Poisson processes |
| Keyword:
|
reversible-jump MCMC |
| MSC:
|
62F15 |
| MSC:
|
62M05 |
| MSC:
|
62P30 |
| MSC:
|
65C40 |
| idZBL:
|
Zbl 1249.62009 |
| idMR:
|
MR1995735 |
| . |
| Date available:
|
2009-09-24T19:54:09Z |
| Last updated:
|
2015-03-23 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/135533 |
| . |
| Reference:
|
[1] Chen, Ming-Hui, Shao,, Qi-Man, Ibrahim J. Q.: Monte Carlo Methods in Bayesian Computation.Springer, New York 2000 Zbl 0949.65005, MR 1742311 |
| Reference:
|
[2] Geman S., Geman D.: Stochastic relaxation, Gibbs distributions and the Bayesian restoration of images.IEEE Trans. on Pattern Analysis and Machine Intelligence 64 (1984), 2, 721–741 Zbl 0573.62030, 10.1109/TPAMI.1984.4767596 |
| Reference:
|
[3] Green P.: Reversible jump Markov chain Monte Carlo computation, Bayesian model determination.Biometrika 82 (1995), 711–732,http://www.stats.bris.ac.uk/pub/reports/MCMC/revjump.ps MR 1380810, 10.1093/biomet/82.4.711 |
| Reference:
|
[4] Marrs A. D.: An application of Reversible–Jump MCMC to multivariate spherical Gaussian mixtures.In: Advances in Neural Information Processing Systems 10 (M. I. Jordan, M. J. Kearns, and S. A. Solla, eds.), MIT Press, Cambridge, MA 1998 |
| Reference:
|
[5] Neal R. M.//Probabilistic Inference Using Markov Chain Monte Carlo Methods: Technical Report No. CRG-TR-93-1, Dept. of Computer Science, University of Toronto, 1993, ftp:.ftp.cs.toronto.edu/pub/radford/review.ps.Z |
| Reference:
|
[6] Robert C. P., Casella G.: Monte Carlo Statistical Methods.Springer–Verlag, New York 1999 Zbl 1096.62003, MR 1707311 |
| Reference:
|
[7] Viallefont V., Richardson, S., Green P.: Bayesian analysis of Poisson mixtures.J. Nonparametric Statistics 14 (2002), 1-2, 181–202 Zbl 1014.62035, MR 1905593, 10.1080/10485250211383 |
| . |
