CAJ | 학술논문

本文采用贝叶斯方法对非参数空间滞后模型进行全面分析，包括参数的估计以及用自由节点样条来拟合未知联系函数。所建议的贝叶斯方法通过逆跳马尔科夫链蒙特卡罗算法来实现。在进行贝叶斯分析时，对样条系数与误差方差选取共轭的正态一逆伽玛先验分布，进而获得其他未知量的边际后验分布。本文设计了一个简单但一般的随机游动Metropolis抽样器，以方便从空间权重因子的条件后验分布中进行抽样，并应用所建议的方法进行数值模拟。
본문채용패협사방법대비삼수공간체후모형진행전면분석，포괄삼수적고계이급용자유절점양조래의합미지련계함수。소건의적패협사방법통과역도마이과부련몽특잡라산법래실현。재진행패협사분석시，대양조계수여오차방차선취공액적정태일역가마선험분포，진이획득기타미지량적변제후험분포。본문설계료일개간단단일반적수궤유동Metropolis추양기，이방편종공간권중인자적조건후험분포중진행추양，병응용소건의적방법진행수치모의。
In this paper, a fully Bayesian method is used to analyze non-para- metric spatial lag model, including parameter estimation and the link function fit- ting with free knot spline. The proposed method is implemented by virtue of the re- versible jump Markov chain Monte cairo technique. To obtain a faster algorithm, we do not only specify the conjugate normal-inverse gamma priors for the spline co- efficients and error variance to get the marginal posterior of the rest unknown varia- bles , but also design a simple but more general random walk Metropolis sampler to rapidly sample from the conditional posterior distribution of spatial weighting factor. Besides, simulated examDles are demonstrated.