The Annals of Applied Statistics

Using informative priors in the estimation of mixtures over time with application to aerosol particle size distributions

Darren Wraith, Kerrie Mengersen, Clair Alston, Judith Rousseau, and Tareq Hussein

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Abstract

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.

Article information

Source
Ann. Appl. Stat. Volume 8, Number 1 (2014), 232-258.

Dates
First available in Project Euclid: 8 April 2014

Permanent link to this document
https://projecteuclid.org/euclid.aoas/1396966285

Digital Object Identifier
doi:10.1214/13-AOAS678

Mathematical Reviews number (MathSciNet)
MR3191989

Zentralblatt MATH identifier
06302234

Keywords
Bayesian statistics mixture models time series aerosol particle size distribution

Citation

Wraith, Darren; Mengersen, Kerrie; Alston, Clair; Rousseau, Judith; Hussein, Tareq. Using informative priors in the estimation of mixtures over time with application to aerosol particle size distributions. Ann. Appl. Stat. 8 (2014), no. 1, 232--258. doi:10.1214/13-AOAS678. https://projecteuclid.org/euclid.aoas/1396966285


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