May 24, 2006 - En e ff et, on cherche souvent Ña Ñevaluer la probabilit Ñed 'occurrence d ' Ñev Ñenements rares, tels que ... Bosworth 1 993) . In general ...
A Bayesian Regularization Procedure for a Better Extremal Fit Jean Diebolt, Myriam Garrido, Catherine Trottier
To cite this version: Jean Diebolt, Myriam Garrido, Catherine Trottier. A Bayesian Regularization Procedure for a Better Extremal Fit. [Research Report] RR-4211, INRIA. 2001.
HAL Id: inria-00072411 https://hal.inria.fr/inria-00072411 Submitted on 24 May 2006
HAL is a multi-disciplinary open access archive for the deposit and dissemination of scientific research documents, whether they are published or not. The documents may come from teaching and research institutions in France or abroad, or from public or private research centers.
L’archive ouverte pluridisciplinaire HAL, est destin´ee au d´epˆot et `a la diffusion de documents scientifiques de niveau recherche, publi´es ou non, ´emanant des ´etablissements d’enseignement et de recherche fran¸cais ou ´etrangers, des laboratoires publics ou priv´es.
INSTITUT NATIONAL DE RECHERCHE EN INFORMATIQUE ET EN AUTOMATIQUE
A Bayesian Regularization Procedure for a Better Extremal Fit Jean Diebolt — Myriam Garrido — Catherine Trottier
N° 4211 juin 2001
N 0249-6399
ISRN INRIA/RR--4211--FR+ENG
` THEME 4
apport de recherche
!#" $%&!(')*+,-. /10 .!324651 7 8:9&@A9=?
y0
9;
= >_?
=
< (
6
">?
H
;
H
9~;
= >?
< (
K 6
< (
;
6
">?
y
< (
6
6
>_?
>_?
_
M
OQPRTWuP]sgiRTgr]j ]s\^R&X[Rkj
a/e X[PhR
RZ4' fhnEn )hZEWYXuj:Z4'rfX`Zoacb
x*s a jl||{mp|{dO s{jlvzxcz¢d,§·v mY|vzxy jlv |.§·v s a d | a q)y:dyq q)eXd sud + zs a d |uqzowdªyq q)eXds{d X X :djlxpX±zdOys3 v^x|suq)x_?
!
7
6
!
!
/9
!
!
!
!
!
6
!
!
!
6
6
#
6
!
!
6
#
first case
second case
3
6
#
third case
3
3 density interval [theta1 ; theta2]
2.5
2.5
2.5
2
2
2
1.5
1.5
1.5
1
1
1
0.5
0.5
0.5
0
0
0.5 a=22.0488 , b=14.6992
1
0
0
1
0
0
0.5 a=1.2 , b=1.1333
1
# qzx } + |q)o dTq } ~eXdOx^sujwv^xpd } c¢dIq dXjlx^sud dO|s{d } jlx |{jlenmporqtsujwxp§ vzes a dIy d } jr7sujw ^d } dx|{jws~z¡ + | jlx|m|dT7sujwv^x ¡ p³s a jr| d } mdO|suv1|jlenmporqtsujwx6§ vze4s a d¤y:v^|s{d jlv } dOx|{js~^¡ .cds &% 6.jw^m
dX$D.:d s£q } dxY|jws~I§·v
0.5 a=5 , b=3.6667
6
f
# [
6
#
!
6
!
( 8
6
È.Ê Ý
^
%:ds a doljw±^dolj a v?
= >?
Ê-Ê ÎOpé ë
! ;
H
#
!
#
Of
K - L FG .
y d } jr7 sujw ^d } jl|s jwms{jlvzx a dO|s{jl} e&¡ |jlen moA¡ ° ` a ¢js d yYd s v^ypjlxpjwv^x| ¢js vz mps e} v dOo } s m d T T d y:d s jr|s jw® jl|s j® T fY¡w ,,$, ¡ @T@$ @ v^ yp¡ jwxfkjwv^ x p m¡ $su#jwv^!$x, ppm¡ !$s{!jlvz#$x@ f¡ )f$#zf ,¡ ,^ ! @¡ yq s$ D¹,qz|{jr¥vzxdys£|Iq)x }6} q)xp^d |v)§³dks q)y:vzorqts{jlvzx p¡ > > ? ¡ a ( mp d~^ ¡ " !$!p %7¡ + |{m zd~%qzx } vzeXyq jr|{vzxKvz§eXd s a v } |§·v dO|s{jleXq)s{jlxpd ks dOed jw a s suqzjwow®Pq dTq©* V2
[C
(
.
:
6R ?4
:
*
K
2 54
,
E4
0
0
C
7 @
*
\.=Z
, 1-
OR
?H
1*
J,
2
NyR
4^4