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Latest revision as of 20:10, 12 March 2024
Fitting Shared Atoms Nested Models via Markov Chains Monte Carlo
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | SANple |
Fitting Shared Atoms Nested Models via Markov Chains Monte Carlo |
Statements
Estimate Bayesian nested mixture models via Markov Chain Monte Carlo methods. Specifically, the package implements the common atoms model (Denti et al., 2023), its finite version (D'Angelo et al., 2023), and a hybrid finite-infinite model. All models use Gaussian mixtures with a normal-inverse-gamma prior distribution on the parameters. Additional functions are provided to help analyzing the results of the fitting procedure. References: Denti, Camerlenghi, Guindani, Mira (2023) <doi:10.1080/01621459.2021.1933499>, D’Angelo, Canale, Yu, Guindani (2023) <doi:10.1111/biom.13626>.
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10 October 2023
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