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研究生: 何昕燁
Ho, Hsin Yeh
論文名稱: 一種基於BIC的B-Spline節點估計方式
指導教授: 黃子銘
Huang, Tzee Ming
學位類別: 碩士
Master
系所名稱: 商學院 - 統計學系
Department of Statistics
論文出版年: 2013
畢業學年度: 101
語文別: 中文
論文頁數: 22
中文關鍵詞: B-樣條節點馬可夫鏈蒙地卡羅
外文關鍵詞: reversible-jump Morkov chain Monte Carlo
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  • 在迴歸分析中,若變數間具有非線性的關係時,B-Spline線性迴歸是以無母數的方式建立模型。B-Spline函數為具有節點(knots)的分段多項式,選取合適節點的位置對B-Spline的估計有重要的影響,在近年來許多的文獻中已提出一些尋找節點位置的估計方法,而本文中我們提出了一種基於Bayesian information criterion(BIC)的節點估計方式。

    我們想要深入瞭解在不同類型的迴歸函數間,各種選取節點方法的配適效果與模擬時間,並且加以比較,在使用B-Spline函數估計時,能夠使用合適的方法尋找節點。


    In regression analysis, when the relation between the response variable and the explanatory variable is nonlinear, one can use nonparametric methods to estimate the regression function.

    B-Spline regression is one of the popular nonparametric regression methods. B-Splines are piecewise polynomial joint at knots, and the choice of knot locations is crucial.

    Zhou and Shen (2001) proposed to use spatially adaptive regression splines (SARS), where the knots are estimated using a selection scheme. Dimatteo, Genovese, and Kass (2001) proposed to use Bayesian adaptive regression splines (BARS), where certain priors for knot locations are considered. In this thesis, a knot estimation method based on the Bayesian information criterion (BIC) is proposed, and simulation studies are carried out to compare BARS, SARS and the proposed BIC-based method.

    1 緒論 1
    2 文獻探討 2
    3 研究方法 3
    3.1 建立B-Splin迴歸模型 3
    3.2 Spatially Adaptive Regression Splines 4
    3.2.1 尋找節點的起始值 4
    3.2.2 對起始節點做增加、刪除或平移 6
    3.3 Bayesian Adaptive Regreession Splines 6
    3.4 基於BIC的節點估計方式 8
    4 模擬與比較 9
    4.1 模擬 9
    4.2 比較 11
    5 結論與建議 13
    5.1 結論 13
    5.2 建議 13

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