Expert information and nonparametric Bayesian inference of rare events

DOI10.1214/15-BA956zbMath1357.62152OpenAlexW1570076129MaRDI QIDQ516475

Hwan-sik Choi

Publication date: 14 March 2017

Published in: Bayesian Analysis (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ba/1432644837

zbMATH Keywords

maximum entropyMetropolis-Hastings algorithmdefaultsDirichlet process mixtureKullback-Leibler information criterion

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Bayesian inference (62F15) Statistics of extreme values; tail inference (62G32)

Related Items (2)

Selection of KL neighbourhood in robust Bayesian inference ⋮ Semiparametric Bayesian analysis for longitudinal mixed effects models with non-normal AR(1) errors

Uses Software

• elicit-normlin

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