Dependent mixtures of Dirichlet processes
From MaRDI portal
Publication:901590
DOI10.1016/j.csda.2010.12.005zbMath1328.62242OpenAlexW2042091348MaRDI QIDQ901590
Spyridon J. Hatjispyros, Theodoros Nicoleris, Stephen G. Walker
Publication date: 12 January 2016
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2010.12.005
Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Random measures (60G57)
Related Items (11)
Dependent mixture models: clustering and borrowing information ⋮ Random density functions with common atoms and pairwise dependence ⋮ Dependent mixtures of geometric weights priors ⋮ Bayesian nonparametric estimation of test equating functions with covariates ⋮ The semi-hierarchical Dirichlet process and its application to clustering homogeneous distributions ⋮ Bayesian Nonparametric Panel Markov-Switching GARCH Models ⋮ Beta-product dependent Pitman-Yor processes for Bayesian inference ⋮ Bayesian Nonparametric Sparse Vector Autoregressive Models ⋮ On Bayesian nonparametric modelling of two correlated distributions ⋮ Bayesian nonparametric sparse VAR models ⋮ A multivariate extension of a vector of two-parameter Poisson–Dirichlet processes
Cites Work
- Slice sampling mixture models
- On a class of Bayesian nonparametric estimates: I. Density estimates
- A Bayesian nonparametric study of a dynamic nonlinear model
- Chaos, fractals, and noise: Stochastic aspects of dynamics.
- A Bayesian nonparametric estimator of a multivariate survival function
- A Bayesian analysis of some nonparametric problems
- Bayesian dynamic modeling of latent trait distributions
- Kernel stick-breaking processes
- Gibbs Sampling Methods for Stick-Breaking Priors
- A Method for Combining Inference Across Related Nonparametric Bayesian Models
- Order-Based Dependent Dirichlet Processes
- Unnamed Item
- Unnamed Item
This page was built for publication: Dependent mixtures of Dirichlet processes
