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Full-Text Articles in Statistical Models
A Probabilistic Predictive Model For Residential Mobility In Australia, Mohammad-Reza Namazi-Rad, Nagesh Shukla, Albert Munoz, Payam Mokhtarian, Jun Ma
A Probabilistic Predictive Model For Residential Mobility In Australia, Mohammad-Reza Namazi-Rad, Nagesh Shukla, Albert Munoz, Payam Mokhtarian, Jun Ma
Payam Mokhtarian
Household relocation modelling is an integral part of the planning process as residential movements influence the demand for community facilities and services. Department of Families, Housing, Community Services and Indigenous Affairs (FaHCSIA) created the Household, Income and Labour Dynamics in Australia (HILDA) program to collect reliable longitudinal data on family and household dynamics. Socio-demographic information (such as general health situation and well-being, lifestyle changes, residential mobility, income and welfare dynamics, and labour market dynamics) is collected from the sampled individuals and households. The data shows that approximately 17% of Australian households and 13% of couple families in the HILDA sample …
Approximate Bayesian Computation In State Space Models, Gael Martin, Brendan Mccabe, Christian Robert, Worapree Ole Maneesoonthorn
Approximate Bayesian Computation In State Space Models, Gael Martin, Brendan Mccabe, Christian Robert, Worapree Ole Maneesoonthorn
Worapree Ole Maneesoonthorn
A new approach to inference in state space models is proposed, based on approximate Bayesian computation (ABC). ABC avoids evaluation of the likelihood function by matching observed summary statistics with statistics computed from data simulated from the true process; exact inference being feasible only if the statistics are sufficient. With finite sample sufficiency unattainable in the state space setting, we seek asymptotic sufficiency via the maximum likelihood estimator (MLE) of the parameters of an auxiliary model. We prove that this auxiliary model-based approach achieves Bayesian consistency, and that - in a precise limiting sense - the proximity to (asymptotic) sufficiency …