论文标题
关于贝叶斯的推断,用于扩展的plackett-luce模型
On Bayesian inference for the Extended Plackett-Luce model
论文作者
论文摘要
对等级排序数据的分析在统计文献中具有悠久的历史。在本文中,我们考虑了扩展的Plackett-luce模型,该模型诱导了对排列的灵活(离散)分布。该分布的参数空间是潜在的高维离散和连续组件的组合,这给参数可解释性和后验计算带来了挑战。特别强调以可观察的数量来解释参数,我们提出了一个保留先前预测分布模式的一般框架。使用有效的基于模拟的方法来实现后验采样,该方法不需要对参数空间施加限制。在贝叶斯框架中工作允许自然表示后验预测分布,我们利用此分布来解决等级聚集问题,并确定潜在的模型拟合度不足。使用多个模拟研究和实际数据示例证明了扩展的Plackett-luce模型的灵活性以及提出的抽样方案的有效性。
The analysis of rank ordered data has a long history in the statistical literature across a diverse range of applications. In this paper we consider the Extended Plackett-Luce model that induces a flexible (discrete) distribution over permutations. The parameter space of this distribution is a combination of potentially high-dimensional discrete and continuous components and this presents challenges for parameter interpretability and also posterior computation. Particular emphasis is placed on the interpretation of the parameters in terms of observable quantities and we propose a general framework for preserving the mode of the prior predictive distribution. Posterior sampling is achieved using an effective simulation based approach that does not require imposing restrictions on the parameter space. Working in the Bayesian framework permits a natural representation of the posterior predictive distribution and we draw on this distribution to address the rank aggregation problem and also to identify potential lack of model fit. The flexibility of the Extended Plackett-Luce model along with the effectiveness of the proposed sampling scheme are demonstrated using several simulation studies and real data examples.