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A latent variable approach to impute missing values: with application in air pollution data.

Wing-Yeong Lee. / Thesis (M.Phil.)--Chinese University of Hong Kong, 1999. / Includes bibliographical references (leaves 73-75). / Abstracts in English and Chinese. / Chapter Chapter 1 --- Introduction --- p.1 / Chapter 1.1 --- Introduction --- p.1 / Chapter 1.2 --- The observed data --- p.3 / Chapter 1.3 --- Outline of the thesis --- p.8 / Chapter Chapter 2 --- Modeling using Latent Variable --- p.9 / Chapter Chapter 3 --- Imputation Procedure --- p.16 / Chapter 3.1 --- Introduction --- p.16 / Chapter 3.2 --- Introduction to Metropolis-Hastings algorithm --- p.18 / Chapter 3.3 --- Introduction to Gibbs sampler --- p.19 / Chapter 3.4 --- Imputation step --- p.21 / Chapter 3.5 --- Initialization of the missing values by regression --- p.23 / Chapter 3.6 --- Initialization of the parameters and creating the latent variable and noises --- p.27 / Chapter 3.7 --- Simulation of Y's --- p.30 / Chapter 3.8 --- Simulation of the parameters --- p.34 / Chapter 3.9 --- Simulation of T by use of the Metropolis-Hastings algorithm --- p.41 / Chapter 3.10 --- Distribution of Vij's given all other values --- p.44 / Chapter 3.11 --- Simulation procedure of Vij's --- p.46 / Chapter Chapter 4 --- Data Analysis of the Pollutant Data --- p.48 / Chapter 4.1 --- Convergence of the process --- p.48 / Chapter 4.2 --- Data analysis --- p.53 / Chapter Chapter 5 --- Conclusion --- p.69 / REFERENCES --- p.73

Identiferoai:union.ndltd.org:cuhk.edu.hk/oai:cuhk-dr:cuhk_322728
Date January 1999
ContributorsLee, Wing-Yeong., Chinese University of Hong Kong Graduate School. Division of Statistics.
Source SetsThe Chinese University of Hong Kong
LanguageEnglish, Chinese
Detected LanguageEnglish
TypeText, bibliography
Formatprint, 75 leaves : col. ill., 1 col. map ; 30 cm.
RightsUse of this resource is governed by the terms and conditions of the Creative Commons “Attribution-NonCommercial-NoDerivatives 4.0 International” License (http://creativecommons.org/licenses/by-nc-nd/4.0/)

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