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Bayes linear spaces
dc.contributor.author | van den Boogaart, Karl Gerald |
dc.contributor.author | Egozcue Rubí, Juan José |
dc.contributor.author | Pawlowsky Glahn, Vera |
dc.date.accessioned | 2011-10-28T14:54:46Z |
dc.date.available | 2011-10-28T14:54:46Z |
dc.date.issued | 2010 |
dc.identifier.citation | Van den Boogaart, Karl Gerald; Egozcue, Juan José; Pawlowsky Glahn, Vera. Bayes linear spaces. "SORT", vol. 34, núm. 2, p. 201-222. |
dc.identifier.issn | 1696-2281 |
dc.identifier.uri | http://hdl.handle.net/2099/11227 |
dc.description.abstract | Linear spaces consisting of -finite probability measures and infinite measures (improper priors and likelihood functions) are defined. The commutative group operation, called perturbation, is the updating given by Bayes theorem; the inverse operation is the Radon-Nikodym derivative. Bayes spaces of measures are sets of classes of proportional measures. In this framework, basic notions of mathematical statistics get a simple algebraic interpretation. For example, exponential families appear as affine subspaces with their sufficient statistics as a basis. Bayesian statistics, in particular some well-known properties of conjugated priors and likelihood functions, are revisited and slightly extended. |
dc.format.extent | 22 p. |
dc.language.iso | eng |
dc.publisher | Institut d'Estadística de Catalunya |
dc.relation.ispartof | SORT. 2010, vol. 34, núm. 2 |
dc.rights | Attribution-NonCommercial-NoDerivs 3.0 Spain |
dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/3.0/es/ |
dc.subject | Àrees temàtiques de la UPC::Matemàtiques i estadística::Estadística aplicada |
dc.subject.lcsh | Probabilities |
dc.subject.other | Aitchison geometry |
dc.subject.other | Compositional data |
dc.subject.other | Exponential families |
dc.subject.other | Likelihood functions |
dc.subject.other | Probability measures |
dc.subject.other | Radon-Nikodym derivative |
dc.title | Bayes linear spaces |
dc.type | Article |
dc.subject.lemac | Probabilitats |
dc.description.peerreviewed | Peer Reviewed |
dc.subject.ams | Classificació AMS::60 Probability theory and stochastic processes::60A Foundations of probability theory |
dc.subject.ams | Classificació AMS::62 Statistics::62E Distribution theory |
dc.rights.access | Open Access |
local.citation.author | Van den Boogaart, Karl Gerald; Egozcue, Juan José; Pawlowsky Glahn, Vera |
local.citation.publicationName | SORT |
local.citation.volume | 34 |
local.citation.number | 2 |
local.citation.startingPage | 201 |
local.citation.endingPage | 222 |