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

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

Type

Article accepté pour publication ou publié

External document link

http://arxiv.org/abs/1404.4244v1

Date

2014

Journal name

The Annals of Applied Statistics

Volume

Number

Publisher

Institute of Mathematical Statistics

Pages

232-258

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 / Keywords

aerosol particle size distribution; time series; mixture models; Bayesian statistics

JEL

C11 - Bayesian Analysis: General