Bayesian nonparametric density estimation under length bias

DOI10.1080/03610918.2016.1263735zbMATH Open1383.62097arXiv1510.06307OpenAlexW2964099412MaRDI QIDQ3133074FDOQ3133074

Authors: Spyridon J. Hatjispyros, Theodoros Nicoleris, Stephen G. Walker 

Publication date: 12 February 2018

Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Abstract: A density estimation method in a Bayesian nonparametric framework is presented when recorded data are not coming directly from the distribution of interest, but from a length biased version. From a Bayesian perspective, efforts to computationally evaluate posterior quantities conditionally on length biased data were hindered by the inability to circumvent the problem of a normalizing constant. In this paper we present a novel Bayesian nonparametric approach to the length bias sampling problem which circumvents the issue of the normalizing constant. Numerical illustrations as well as a real data example are presented and the estimator is compared against its frequentist counterpart, the kernel density estimator for indirect data of Jones (1991).

Full work available at URL: https://arxiv.org/abs/1510.06307

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zbMATH Keywords

Metropolis algorithmBayesian nonparametric inferencelength biased sampling

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

Cited In (3)

• Title not available (Why is that?)
• Towards a practicable Bayesian nonparametric density estimator
• Bayesian nonparametric estimation of bandwidth using mixtures of kernel estimators for length-biased data

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