Nonparametric Bayesian optimal designs for Unit Exponential regression model with respect to prior processes(with the truncated normal as the base measure)
Nonparametric Bayesian optimal designs for Unit Exponential regression model with respect to prior processes(with the truncated normal as the base measure)
Author(s): Anita Abdollahi Nanvapisheh, Soleiman Khazaei, Habib JafariSubject(s): Economy, Socio-Economic Research
Published by: Główny Urząd Statystyczny
Keywords: D-optimal design; Bayesian optimal design; Unit Exponential model (UE); Dirichlet process; stick-breaking prior; nonparametric Bayesian;
Summary/Abstract: Nonlinear regression models are extensively applied across various scientific disciplines. It is vital to accurately fit the optimal nonlinear model while considering the biases of the Bayesian optimal design. We present a Bayesian optimal design by utilising the Dirichlet process as a prior. The Dirichlet process serves as a fundamental tool in the exploration of Nonparametric Bayesian inference, offering multiple representations that are well-suited for application. This research paper introduces a novel one-parameter model, referred to as the ’Unit-Exponential distribution’, specifically designed for the unit interval. Additionally, we employ a stick-breaking representation to approximate the D-optimality criterion considering the Dirichlet process as a functional tool. Through this approach, we aim to identify a Nonparametric Bayesian optimal design.
Journal: Statistics in Transition. New Series
- Issue Year: 25/2024
- Issue No: 3
- Page Range: 141-154
- Page Count: 14
- Language: English