globalchange  > 过去全球变化的重建
DOI: 10.1080/16843703.2017.1399511
WOS记录号: WOS:000466782700004
论文题名:
Bayesian analysis of compound Poisson process with change-point
作者: Wang, Pingping1; Tang, Yincai1; Xu, Ancha2
通讯作者: Tang, Yincai
刊名: QUALITY TECHNOLOGY AND QUANTITATIVE MANAGEMENT
ISSN: 1684-3703
EISSN: 1811-4857
出版年: 2019
卷: 16, 期:3, 页码:297-317
语种: 英语
英文关键词: Compound Poisson process ; change-point ; hierarchical Bayesian method ; Gibbs sampler ; EM algorithm ; maximum-likelihood method
WOS关键词: BURN-IN ; MODELS
WOS学科分类: Engineering, Industrial ; Operations Research & Management Science ; Statistics & Probability
WOS研究方向: Engineering ; Operations Research & Management Science ; Mathematics
英文摘要:

The compound Poisson process is considered to model the frequency and the magnitude of the earthquake occurrences concurrently. Nevertheless, there are many debates on whether climate change influences the frequency of the natural disasters. In this study, we propose a compound Poisson process with change-point (CPPCP) model to fit the data with two-phase pattern. The hierarchical Bayesian method is employed via assigning a common distribution for the unit-specific parameters. For comparison purpose, we also develop the maximum-likelihood method. The simulation study illustrates the applicability of our proposed model and the validity of the hierarchical Bayesian method. In the analysis of the earthquake data, CPPCP model outperforms the quadratic linear regression model and the hierarchical Bayesian method is superior to the maximum-likelihood method in terms of the model fitting and prediction.


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资源类型: 期刊论文
标识符: http://119.78.100.158/handle/2HF3EXSE/138183
Appears in Collections:过去全球变化的重建

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作者单位: 1.East China Normal Univ, Sch Stat, Shanghai, Peoples R China
2.Wenzhou Univ, Coll Math & Informat Sci, Wenzhou, Zhejiang, Peoples R China

Recommended Citation:
Wang, Pingping,Tang, Yincai,Xu, Ancha. Bayesian analysis of compound Poisson process with change-point[J]. QUALITY TECHNOLOGY AND QUANTITATIVE MANAGEMENT,2019-01-01,16(3):297-317
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