论文标题

计数比率与泊松过程中率的比率

Ratio of counts vs ratio of rates in Poisson processes

论文作者

D'Agostini, Giulio

论文摘要

从概率的角度来看,经常讨论“少数事件的比率”问题,从而在预测问题(预测的事件数量中都明确区分了我们可能在陈述的假设中计算出的事件数量,因此可以计算出比率)和推论问题(了解相关的可能性分布的相关参数,根据事件的相关概率分布的相关参数)。利益及其关系的数量在图形模型(``贝叶斯网络'')中可视化,对于如何根据概率理论规则解决问题非常有用。在本文中,我们以教学意图编写,我们详细讨论了基本思想,但是有一些暗示,可以将现实生活中的并发症(不确定)效率以及可能的背景和系统学等方式包括在分析中,以及速率比率可能取决于某些物理量的可能性。本文考虑的简单模型允许在合理的假设下获得速率及其比率的封闭表达式。还使用了蒙特卡洛方法,既可以交叉检查确切的结果,又可以通过在不保持大近似值的情况下对计数的比率进行评估。特别是显示了如何使用Markov Chain Monte Carlo使用JAGS/RJAG进行近似推断。提供了R和JAGS代码的一些示例。

The often debated issue of `ratios of small numbers of events' is approached from a probabilistic perspective, making a clear distinction between the predictive problem (forecasting numbers of events we might count under well stated assumptions, and therefore of their ratios) and inferential problem (learning about the relevant parameters of the related probability distribution, in the light of the observed number of events). The quantities of interests and their relations are visualized in a graphical model (`Bayesian network'), very useful to understand how to approach the problem following the rules of probability theory. In this paper, written with didactic intent, we discuss in detail the basic ideas, however giving some hints of how real life complications, like (uncertain) efficiencies and possible background and systematics, can be included in the analysis, as well as the possibility that the ratio of rates might depend on some physical quantity. The simple models considered in this paper allow to obtain, under reasonable assumptions, closed expressions for the rates and their ratios. Monte Carlo methods are also used, both to cross check the exact results and to evaluate by sampling the ratios of counts in the cases in which large number approximation does not hold. In particular it is shown how to make approximate inferences using a Markov Chain Monte Carlo using JAGS/rjags. Some examples of R and JAGS code are provided.

扫码加入交流群

加入微信交流群

微信交流群二维码

扫码加入学术交流群,获取更多资源