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Monotone polynomials using BUGS and Stan

Accepted version
Peer-reviewed

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Type

Article

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Authors

Manderson, AA 
Cripps, E 
Murray, K 
Turlach, BA 

Abstract

jats:titleSummary</jats:title>jats:pWe present methods to fit monotone polynomials in a Bayesian framework, including implementations in the popular, readily available, modeling languages jats:styled-contentBUGS</jats:styled-content> and jats:styled-contentStan</jats:styled-content>. The sum‐of‐squared polynomials parameterisation of monotone polynomials previously considered in the frequentist framework by Murray, Müller & Turlach (2016), is again considered here, due to its superior flexibility compared to other parameterisations. The specifics of our implementation are discussed, enabling end users to adapt this work to their applications. Testing was undertaken on real and simulated data sets, the output and diagnostics of which are presented. We demonstrate that jats:styled-contentStan</jats:styled-content> is preferable for high degree polynomials, with the component‐wise nature of Gibbs sampling being potentially inappropriate for such highly connected models. All code discussed here, and sample scripts that show how to use it from jats:styled-contentR</jats:styled-content>, is freely available at jats:styled-content<jats:ext-link xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="https://github.com/hhau/BayesianMonPol">https://github.com/hhau/BayesianMonPol</jats:ext-link>.</jats:styled-content></jats:p>

Description

Keywords

BUGS, convolution, Markov Chain Monte Carlo, monotone polynomials, Stan

Journal Title

AUSTRALIAN & NEW ZEALAND JOURNAL OF STATISTICS

Conference Name

Journal ISSN

1369-1473
1467-842X

Volume Title

59

Publisher

Wiley

Rights

All rights reserved