Wavelet modeling of priors on triangles

Dipak K. Dey and Yazhen Wang

Journal of Multivariate Analysis, 2004, vol. 89, issue 2, 338-350

Abstract: Parameters in statistical problems often live in a geometry of certain shape. For example, count probabilities in a multinomial distribution belong to a simplex. For these problems, Bayesian analysis needs to model priors satisfying certain constraints imposed by the geometry. This paper investigates modeling of priors on triangles by use of wavelets constructed specifically for triangles. Theoretical analysis and numerical simulations show that our modeling is flexible and is superior to the commonly used Dirichlet prior.

Keywords: Bayesian; analysis; Dirichlet; distribution; Posterior; distribution; Prior; distribution; Simplex (search for similar items in EconPapers)
Date: 2004
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Citations: View citations in EconPapers (1)

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