
Accession Number : ADA114537
Title : Applications of the EM Algorithm to the Estimation of Bayesian Hyperparameters.
Descriptive Note : Technical summary rept.,
Corporate Author : WISCONSIN UNIVMADISON MATHEMATICS RESEARCH CENTER
Personal Author(s) : Leonard,Tom
PDF Url : ADA114537
Report Date : Mar 1982
Pagination or Media Count : 20
Abstract : Applications of the EM algorithm to the estimation of Bayesian hyperparameters are discussed and reviewed in the context of the author's philosophy involving the inductive and pragmatic modelling of sampling distributions and prior structures. Frequently the hyperparameters may be estimated from the data, thus avoiding the subjective assessment of these values. The ideas are applied to multiple regression models, histograms and multinomial distributions. A numerical example is described in the context of smoothing the cell probabilities of several multinomial distributions. (Author)
Descriptors : *Estimates, *Algorithms, *Bayes theorem, *Mathematical models, Distribution, Sampling, Probability, Regression analysis, Polynomials, Numerical analysis
Subject Categories : Statistics and Probability
Distribution Statement : APPROVED FOR PUBLIC RELEASE