Abstract #300831

This is the preliminary program for the 2003 Joint Statistical Meetings in San Francisco, California. Currently included in this program is the "technical" program, schedule of invited, topic contributed, regular contributed and poster sessions; Continuing Education courses (August 2-5, 2003); and Committee and Business Meetings. This on-line program will be updated frequently to reflect the most current revisions.

To View the Program:
You may choose to view all activities of the program or just parts of it at any one time. All activities are arranged by date and time.

The views expressed here are those of the individual authors
and not necessarily those of the ASA or its board, officers, or staff.


Back to main JSM 2003 Program page



JSM 2003 Abstract #300831
Activity Number: 469
Type: Contributed
Date/Time: Thursday, August 7, 2003 : 10:30 AM to 12:20 PM
Sponsor: IMS
Abstract - #300831
Title: Nonparametric Bayesian Density Estimation with Autoregressive Priors
Author(s): Suhwon Lee*+ and Paul L. Speckman and Dongchu Sun
Companies: University of Missouri and University of Missouri, Columbia and University of Missouri, Columbia
Address: 222 Math Science Building, Columbia, MO, 65211-4100,
Keywords: nonparametric density estimation ; Bayes ; intrinsic autoregressive process
Abstract:

A simple model for Bayesian density estimation is introduced. Data are first binned, and a hierarchical model is used on the log of the bin probabilities. Good results are obtained using second- and third-order intrinsic autoregression priors for the transformed bin probabilities. Bayesian computations are implemented with Gibbs sampling and adaptive rejection sampling. Applications are shown for real and simulated data sets.


  • The address information is for the authors that have a + after their name.
  • Authors who are presenting talks have a * after their name.

Back to the full JSM 2003 program

JSM 2003 For information, contact meetings@amstat.org or phone (703) 684-1221. If you have questions about the Continuing Education program, please contact the Education Department.
Revised March 2003