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Assessment of Locally Influential Observations in Bayesian Models
Case sensitivity Kullback-Leibler divergence influence predictive density posterior density quasi-posterior
2009/9/22
In models with conditionally independent observations, it is shown
that the posterior variance of the log-likelihood from observation i is a measure
of that observation local inuence. This result is...
A note on sensitivity of principal component subspaces and the efficient detection of influential observations in high dimensions
distance between subspaces influential observations perturbation principal component analysis
2009/9/16
In this paper we introduce an influence measure based on second order expansion of the RV and GCD measures for the comparison between unperturbed and perturbed eigenvectors of a symmetric matrix estim...