Sequential Monte Carlo methods for mixtures with normalized random measures with independent increments priors (Q517389): Difference between revisions

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Property / author: Jim E. Griffin / rank
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Property / full work available at URL: https://doi.org/10.1007/s11222-015-9612-3 / rank
 
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Latest revision as of 14:32, 13 July 2024

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Sequential Monte Carlo methods for mixtures with normalized random measures with independent increments priors
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    Sequential Monte Carlo methods for mixtures with normalized random measures with independent increments priors (English)
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    23 March 2017
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    Bayesian nonparametrics
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    Dirichlet process
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    normalized generalized gamma process
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    nonparametric stochastic volatility
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    slice sampling
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    particle Gibbs sampling
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