Posterior consistency in conditional distribution estimation (Q391574): Difference between revisions

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-.1016/j.jmva.2013.01.011
@@ Property / DOI: 10.1016/j.jmva.2013.01.011 / rank @@
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+Q33935689
@@ Property / Wikidata QID: Q33935689 / rank @@
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@@ Property / cites work @@
+Q4001807
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+On the support of MacEachern's dependent Dirichlet processes and extensions
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+The consistency of posterior distributions in nonparametric problems
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+Nonparametric Bernstein-von Mises theorems in Gaussian white noise
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+Nonparametric Bayes Conditional Distribution Modeling With Variable Selection
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+Bayesian Nonparametric Nonproportional Hazards Survival Modeling
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+An ANOVA Model for Dependent Random Measures
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+Kernel stick-breaking processes
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+Bayesian Density Regression
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+Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems
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+A Bayesian analysis of some nonparametric problems
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+Prior distributions on spaces of probability measures
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+On the Bernstein-von Mises theorem with infinite-dimensional parameters
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+Bayesian Nonparametric Spatial Modeling With Dirichlet Process Mixing
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+Posterior consistency of Dirichlet mixtures in density estimation
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+Entropies and rates of convergence for maximum likelihood and Bayes estimation for mixtures of normal densities.
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+Posterior convergence rates of Dirichlet mixtures at smooth densities
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+Order-Based Dependent Dirichlet Processes
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+Q3057790
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+Gibbs Sampling Methods for Stick-Breaking Priors
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+Bayesian semiparametric inference for multivariate doubly-interval-censored data
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+Adaptive Bayesian density estimation with location-scale mixtures
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+On a class of Bayesian nonparametric estimates: I. Density estimates
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+Bayesian curve fitting using multivariate normal mixtures
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+Approximation of conditional densities by smooth mixtures of regressions
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+POSTERIOR CONSISTENCY IN CONDITIONAL DENSITY ESTIMATION BY COVARIATE DEPENDENT MIXTURES
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+Retrospective Markov chain Monte Carlo methods for Dirichlet process hierarchical models
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+Bayesian nonparametric regression with varying residual density
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+Bernstein-von Mises theorem for linear functionals of the density
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+Nonparametric Bayesian models through probit stick-breaking processes
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+Posterior rates of convergence for Dirichlet mixtures of exponential power densities
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+Adaptive Bayesian multivariate density estimation with Dirichlet mixtures
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+A consistent nonparametric Bayesian procedure for estimating autoregressive conditional den\-sities
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+Posterior consistency of Dirichlet mixtures for estimating a transition density
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+Q3580559
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+Posterior consistency of logistic Gaussian process priors in density estimation
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+Adaptive Bayesian estimation using a Gaussian random field with inverse gamma bandwidth
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+Sampling the Dirichlet Mixture Model with Slices
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+Kullback Leibler property of kernel mixture priors in Bayesian density estimation
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+The \(L_{1}\)-consistency of Dirichlet mixtures in multivariate Bayesian density estimation
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@@ Property / DBLP publication ID @@
+journals/ma/PatiDT13
@@ Property / DBLP publication ID: journals/ma/PatiDT13 / rank @@
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@@ Property / DOI @@
+.1016/J.JMVA.2013.01.011
@@ Property / DOI: 10.1016/J.JMVA.2013.01.011 / rank @@
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