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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

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
8
Number
1
Publisher
Institute of Mathematical Statistics
Pages
232-258
Publication identifier
http://dx.doi.org/10.1214/13-AOAS678
Metadata
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Author(s)
Hussein, Tareq
Rousseau, Judith
Alston, Clair
Mengersen, Kerrie
Wraith, Darren
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

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