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A Simulation-Based Study on Bayesian Estimators for the Skew Brownian Motion

机译:基于贝叶斯估计的偏布朗运动的基于仿真的研究

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In analyzing a temporal data set from a continuous variable, diffusion processes can be suitable under certain conditions, depending on the distribution of increments. We are interested in processes where a semi-permeable barrier splits the state space, producing a skewed diffusion that can have different rates on each side. In this work, the asymptotic behavior of some Bayesian inferences for this class of processes is discussed and validated through simulations. As an application, we model the location of South American sea lions ( Otaria flavescens ) on the coast of Calbuco, southern Chile, which can be used to understand how the foraging behavior of apex predators varies temporally and spatially.
机译:在分析来自连续变量的时间数据集时,取决于增量的分布,扩散过程在某些条件下可能适用。我们对半渗透性势垒分裂状态空间,产生偏斜扩散的过程感兴趣,该偏斜扩散的两侧可能具有不同的速率。在这项工作中,讨论了此类过程的某些贝叶斯推断的渐近行为,并通过仿真进行了验证。作为一种应用,我们对南美海狮(Otaria flavescens)在智利南部Calbuco海岸上的位置进行了建模,可用于了解尖齿捕食者的觅食行为在时间和空间上如何变化。

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