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Current Trends in Bayesian Methodology with Applications
book

Current Trends in Bayesian Methodology with Applications

by Satyanshu K. Upadhyay, Umesh Singh, Dipak K. Dey, Appaia Loganathan
May 2015
Intermediate to advanced content levelIntermediate to advanced
680 pages
22h 33m
English
Chapman and Hall/CRC
Content preview from Current Trends in Bayesian Methodology with Applications
108 Current Trends in Bayesian Methodology with Applications
The hyper-parameter τ appearing above is given a Wishart distribution in
this hierarchical structure.
τ W ishart (I
N×N
, N) .
In the above framework, the spatial dependence within a given block of
(latitude, longitude, depth)-level is captured by commo n parameters, while
between-block dependencies a re captured by shared hyper-parameters. Tem-
poral dependencies are captured by the built-in dependence structure for e ach
longitude and depth block in the precision matrices Θ
i
’s, and in the share d
dependencies in the η
i
’s. Note that it is guaranteed that we have a proper pos-
terior distribution, ...
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Publisher Resources

ISBN: 9781482235128