Accession Number:

ADA114537

Title:

Applications of the EM Algorithm to the Estimation of Bayesian Hyperparameters.

Descriptive Note:

Technical summary rept.,

Corporate Author:

WISCONSIN UNIV-MADISON MATHEMATICS RESEARCH CENTER

Personal Author(s):

• Leonard,Tom

Report Date:

1982-03-01

Pagination or Media Count:

20.0

Abstract:

Applications of the EM algorithm to the estimation of Bayesian hyperparameters are discussed and reviewed in the context of the authors 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