Bayesian Analysis of the Linear Model Subject to Linear Inequality Constraints.

Abstract

This paper considers the general linear model when the parameter space is subject to linear inequalities. Four examples satisfying the assumptions are given. A Bayesian Analysis of this model is presented using a natural conjugate prior density of the mixed type. An analysis is given for the case that prior information about the parameters is vague. The Bayesian and sampling methods of model selection are compared in the case when little is known a priori. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Aug 01, 1976
Accession Number
ADA031117

Entities

People

  • William W. Davis

Organizations

  • Carnegie Mellon University

Tags

Communities of Interest

  • C4I
  • Counter IED

DTIC Thesaurus Topics

  • Bayesian Networks
  • Chemical Reactions
  • Data Analysis
  • Equations
  • Explosives
  • Inequalities
  • Information Science
  • Markov Chains
  • Mathematics
  • Military Research
  • Models
  • Probability
  • Quadratic Programming
  • Random Variables
  • Sampling
  • Standards
  • Statistics

Fields of Study

  • Mathematics

Readers

  • Calculus or Mathematical Analysis
  • Regression Analysis.

Technology Areas

  • AI & ML
  • AI & ML - Bayesian Inference
  • Space