On Bayesian nonparametric modelling of two correlated distributions
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Publication:746245
DOI10.1007/s11222-011-9283-7zbMath1322.62105OpenAlexW2154019727MaRDI QIDQ746245
M. Kolossiatis, Jim E. Griffin, Mark F. J. Steel
Publication date: 16 October 2015
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: http://wrap.warwick.ac.uk/35119/1/WRAP_Kolossiatis_10-22w.pdf
Markov chain Monte Carlodependent Dirichlet processnormalised random measuresPólya-urn schemesplit-merge move
Nonparametric estimation (62G05) Measures of association (correlation, canonical correlation, etc.) (62H20) Bayesian inference (62F15) Random measures (60G57)
Related Items (9)
Random density functions with common atoms and pairwise dependence ⋮ Dependent mixtures of geometric weights priors ⋮ Bayesian inference with dependent normalized completely random measures ⋮ Beta-product dependent Pitman-Yor processes for Bayesian inference ⋮ Series representations for multivariate time-changed Lévy models ⋮ Comparing Distributions by using Dependent Normalized Random-Measure Mixtures ⋮ Correcting statistical models via empirical distribution functions ⋮ The dependent Dirichlet process and related models ⋮ A multivariate extension of a vector of two-parameter Poisson–Dirichlet processes
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