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

Wraith, Darren, Mengersen, Kerrie, Alston, Clair, Rousseau, Judith, & Hussein, Tareq (2014) Using informative priors in the estimation of mixtures over time with application to aerosol particle size distributions. The Annals of Applied Statistics, 8(1), pp. 232-258.

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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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ID Code: 74846
Item Type: Journal Article
Refereed: Yes
Keywords: Bayesian statistics, mixture models, time series, aerosol particle size distribution
DOI: 10.1214/13-AOAS678
ISSN: 1932-6157
Subjects: Australian and New Zealand Standard Research Classification > MATHEMATICAL SCIENCES (010000) > STATISTICS (010400) > Applied Statistics (010401)
Australian and New Zealand Standard Research Classification > ENVIRONMENTAL SCIENCES (050000) > ENVIRONMENTAL SCIENCE AND MANAGEMENT (050200) > Environmental Monitoring (050206)
Divisions: Current > Institutes > Institute for Future Environments
Current > Schools > School of Mathematical Sciences
Current > QUT Faculties and Divisions > Science & Engineering Faculty
Copyright Owner: Copyright 2014 Institute of Mathematical Statistics
Deposited On: 07 Aug 2014 23:43
Last Modified: 03 Feb 2016 04:32

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