Power prior elicitation in Bayesian quantile regression

This article has been made available through the Brunel Open Access Publishing Fund - Copyright @ 2011 Rahim Alhamzawi and Keming Yu.We address a quantile dependent prior for Bayesian quantile regression. We extend the idea of the power prior distribution in Bayesian quantile regression by employing the likelihood function that is based on a location-scale mixture representation of the asymmetric Laplace distribution. The propriety of the power prior is one of the critical issues in Bayesian analysis. Thus, we discuss the propriety of the power prior in Bayesian quantile regression. The methods are illustrated with both simulation and real data

Penalized flexible Bayesian quantile regression

Copyright © 2012 SciResThis article has been made available through the Brunel Open Access Publishing Fund.The selection of predictors plays a crucial role in building a multiple regression model. Indeed, the choice of a suitable subset of predictors can help to improve prediction accuracy and interpretation. In this paper, we propose a flexible Bayesian Lasso and adaptive Lasso quantile regression by introducing a hierarchical model framework approach to en- able exact inference and shrinkage of an unimportant coefficient to zero. The error distribution is assumed to be an infi- nite mixture of Gaussian densities. We have theoretically investigated and numerically compared our proposed methods with Flexible Bayesian quantile regression (FBQR), Lasso quantile regression (LQR) and quantile regression (QR) methods. Simulations and real data studies are conducted under different settings to assess the performance of the pro- posed methods. The proposed methods perform well in comparison to the other methods in terms of median mean squared error, mean and variance of the absolute correlation criterions. We believe that the proposed methods are useful practically

Prior elicitation in Bayesian quantile regression for longitudinal data

© 2011 Alhamzawi R, et al. This is an open-access article distributed under the terms of the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original auhor and source are credited.This article has been made available through the Brunel Open Access Publishing Fund.In this paper, we introduce Bayesian quantile regression for longitudinal data in terms of informative priors and Gibbs sampling. We develop methods for eliciting prior distribution to incorporate historical data gathered from similar previous studies. The methods can be used either with no prior data or with complete prior data. The advantage of the methods is that the prior distribution is changing automatically when we change the quantile. We propose Gibbs sampling methods which are computationally efficient and easy to implement. The methods are illustrated with both simulation and real data.This article is made available through the Brunel Open Access Publishing Fund

Antideuteron production in proton-proton and proton-nucleus collisions

The experimental data of the antideuteron production in proton-proton and proton-nucleus collisions are analyzed within a simple model based on the diagrammatic approach to the coalescence model. This model is shown to be able to reproduce most of existing data without any additional parameter.Comment: To appear in Eur. Phys. J A (2002

Modulational instability of partially coherent signals in electrical transmission lines

We present an investigation of the modulational instability of partially coherent signals in electrical transmission lines. Starting from the modified Ginzburg-Landau equations and the Wigner-Moyal representation, we derive a nonlinear dispersion relation for the modulational instability. It is found that the effect of signal broadbandness reduces the growth rate of the modulational instability.Comment: 5 pages, 1 figure, to appear in Physical Review