Title Information
Title
Bayesian Centroid Estimation
Name: Personal
Name Part
Carvalho, Luis E. X.
Role
Role Term: Text
creator
Origin Information
Copyright Date (keyDate="yes", encoding="w3cdtf")
2008
Physical Description
Extent
xv, 87 p.
digitalOrigin
born digital
Note
Thesis (Ph.D.) -- Brown University (2009)
Name: Personal
Name Part
Lawrence, Charles
Role
Role Term: Text
director
Name: Personal
Name Part
Geman, Stuart
Role
Role Term: Text
reader
Name: Personal
Name Part
Raphael, Ben
Role
Role Term: Text
reader
Name: Personal
Name Part
Brodsky, Alexander
Role
Role Term: Text
reader
Name: Corporate
Name Part
Brown University. Applied Mathematics
Role
Role Term: Text
sponsor
Genre (aat)
theses
Abstract
Maximum likelihood estimators have traditionally dominated discrete inference for a long time. In this work we apply statistical decision theory to derive a new contender that minimizes posterior Hamming loss: the centroid estimator. We show that the centroid estimator is also the minimum Bayes risk estimator for a family of loss functions, including the important case when the data being compared is not only categorical, but also ordinal and interval. The centroid estimator is formally characterized as a solution to a discrete optimization problem having posterior marginal distributions as inputs. We discuss both specific constraints of interest and broad conditions under which this optimization problem becomes tractable, present efficient algorithms for its solution, and offer further generalizations to centroid estimation. We apply centroid estimation to many applications of general, well-known models---partition set pertinence models, hidden Markov models, change point models, and graphical models---and to classical problems in computational biology---sequence alignment, RNA secondary structure prediction, and reconstruction of ancestral states.
Subject (Local)
Topic
centroid estimator
Subject (Local)
Topic
high-dimensional discrete space
Subject (Local)
Topic
statistical inference
Subject (FAST) (authorityURI="http://id.worldcat.org/fast", valueURI="http://id.worldcat.org/fast/1012127")
Topic
Mathematical statistics
Record Information
Record Content Source (marcorg)
RPB
Record Creation Date (encoding="iso8601")
20091218
Language
Language Term: Code (ISO639-2B)
eng
Language Term: Text
English
Identifier: DOI
10.7301/Z00G3HHZ
Access Condition: rights statement (href="http://rightsstatements.org/vocab/InC/1.0/")
In Copyright
Access Condition: restriction on access
Collection is open for research.
Type of Resource (primo)
dissertations