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March 2014 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, Tareq Hussein
Ann. Appl. Stat. 8(1): 232-258 (March 2014). DOI: 10.1214/13-AOAS678

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.

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Darren Wraith. Kerrie Mengersen. Clair Alston. Judith Rousseau. Tareq Hussein. "Using informative priors in the estimation of mixtures over time with application to aerosol particle size distributions." Ann. Appl. Stat. 8 (1) 232 - 258, March 2014. https://doi.org/10.1214/13-AOAS678

Information

Published: March 2014
First available in Project Euclid: 8 April 2014

zbMATH: 06302234
MathSciNet: MR3191989
Digital Object Identifier: 10.1214/13-AOAS678

Keywords: aerosol particle size distribution , Bayesian statistics , Mixture models , time series

Rights: Copyright © 2014 Institute of Mathematical Statistics

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Vol.8 • No. 1 • March 2014
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