Using informative priors in the estimation of mixtures over time with application to aerosol particle size distributions
Hussein, Tareq; Rousseau, Judith; Alston, Clair; Mengersen, Kerrie; Wraith, Darren (2014), Using informative priors in the estimation of mixtures over time with application to aerosol particle size distributions, The Annals of Applied Statistics, 8, 1, p. 232-258. http://dx.doi.org/10.1214/13-AOAS678
TypeArticle accepté pour publication ou publié
External document linkhttp://arxiv.org/abs/1404.4244v1
Journal nameThe Annals of Applied Statistics
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Abstract (EN)The issue of using informative priors for estimation of mixtures at multiple time points is examined. Several different informative priors and an independent prior are compared using samples of actual and simulated aerosol particle size distribution (PSD) data. Measurements of aerosol PSDs refer to the concentration of aerosol particles in terms of their size, which is typically multimodal in nature and collected at frequent time intervals. The use of informative priors is found to better identify component parameters at each time point and more clearly establish patterns in the parameters over time. Some caveats to this finding are discussed.
Subjects / Keywordsaerosol particle size distribution; time series; mixture models; Bayesian statistics
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