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

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Wraith, Darren
Mengersen, Kerrie
Alston, Clair
Rousseau, Judith
Hussein, Tareq
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2014
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Abstract

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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Annals of Applied Statistics

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8

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1

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© 2014 Institute of Mathematical Statistics. The attached file is reproduced here in accordance with the copyright policy of the publisher. Please refer to the journal's website for access to the definitive, published version.

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Statistics

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Econometrics

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