On a class of Bayesian nonparametric estimates: I. Density estimates
From MaRDI portal
Recommendations
Cited in
(only showing first 100 items - show all)- A nonparametric dependent process for Bayesian regression
- Sufficient conditions for Bayesian consistency
- A consistent nonparametric Bayesian procedure for estimating autoregressive conditional den\-sities
- A Bayesian semi-parametric bivariate failure time model
- Predictive performance of Dirichlet process shrinkage methods in linear regression
- Bayesian mixture of autoregressive models
- Characterizing the variance improvement in linear Dirichlet random effects models
- Bayesian nonparametric binary regression via random tessellations
- A note on Bayes empirical Bayes estimation by means of Dirichlet processes
- Bayesian nonparametric estimation of the median. II: Asymptotic properties of the estimates
- Bounds on posterior expectations for density bounded class with constant bandwidth. (With discussion)
- Bayesian nonparametric methods for data from a unimodal density
- A duration model with unobserved heterogeneity as a mixture of Dirichlet processes
- Nonparametric estimation of convex models via mixtures
- A bivariate Dirichlet process.
- Dependent mixture models: clustering and borrowing information
- Bayesian nonparametric classification for spectroscopy data
- Bayesian cluster analysis: point estimation and credible balls (with discussion)
- An optimal data ordering scheme for Dirichlet process mixture models
- Functional regression approximate Bayesian computation for Gaussian process density estimation
- Random density functions with common atoms and pairwise dependence
- Bayesian nonparametric forecasting for INAR models
- A Bayesian non-parametric approach to asymmetric dynamic conditional correlation model with application to portfolio selection
- A time dependent Bayesian nonparametric model for air quality analysis
- A semiparametric scale-mixture regression model and predictive recursion maximum likelihood
- Dependent mixtures of geometric weights priors
- A Bayesian mixture model to quantify parameters of spatial clustering
- Bayesian nonparametric estimation of test equating functions with covariates
- Nonparametric Bayesian inference in applications
- Bayes and maximum likelihood for \(L^1\)-Wasserstein deconvolution of Laplace mixtures
- Clustering dynamics in a class of normalised generalised gamma dependent priors
- Sufficientness postulates for Gibbs-type priors and hierarchical generalizations
- Structural changes in large economic datasets: a nonparametric homogeneity test
- Bayesian predictive inference under a Dirichlet process with sensitivity to the normal baseline
- Bayesian consistency for a nonparametric stationary Markov model
- A non-parametric Bayesian approach to decompounding from high frequency data
- Posteriors, conjugacy, and exponential families for completely random measures
- Extending Doob's consistency theorem to nonparametric densities
- Nonparametric Bayesian data analysis
- Modern Bayesian asymptotics
- Non parametric mixture priors based on an exponential random scheme
- On choosing the centering distribution in Dirichlet process mixture models
- The exchangeable multinomial model as an approach to testing deterministic axioms of choice and measurement
- Relatives of the Ewens sampling formula in Bayesian nonparametrics
- Bayesian nonparametric modeling and the ubiquitous Ewens sampling formula
- Bayesian ratemaking with common effects modeled by mixture of Pólya tree processes
- A Bayesian multivariate probit for ordinal data with semiparametric random-effects
- Posterior consistency of Dirichlet mixtures in density estimation
- Nonparametric hierarchical Bayes via sequential imputations
- Asymptotic behaviour of the predictive density in the exchangeable case
- Entropies and rates of convergence for maximum likelihood and Bayes estimation for mixtures of normal densities.
- Convergence rates for density estimation with Bernstein polynomials.
- Strong consistency of nonparametric Bayes density estimation on compact metric spaces with applications to specific manifolds
- A Bayesian nonparametric approach to modeling market share dynamics
- Adaptive-modal Bayesian nonparametric regression
- A vector of Dirichlet processes
- Mean field inference for the Dirichlet process mixture model
- Posterior rates of convergence for Dirichlet mixtures of exponential power densities
- Identifiability of the proportion of null hypotheses in skew-mixture models for the \(p\)-value distribution
- Sparse covariance estimation in heterogeneous samples
- On posterior contraction of parameters and interpretability in Bayesian mixture modeling
- Dirichlet process mixtures under affine transformations of the data
- Approximating predictive probabilities of Gibbs-type priors
- Multiscale stick-breaking mixture models
- Bayesian test of normality versus a Dirichlet process mixture alternative
- A survey of nonparametric mixing density estimation via the predictive recursion algorithm
- Predictive inference with Fleming-Viot-driven dependent Dirichlet processes
- A two-stage Bayesian semiparametric model for novelty detection with robust prior information
- Thinned completely random measures with applications in competing risks models
- The dependent Dirichlet process and related models
- Transport distances on random vectors of measures: recent advances in Bayesian nonparametrics
- Semiparametric Bayesian forecasting of spatiotemporal earthquake occurrences
- Dirichlet process and its developments: a survey
- Importance conditional sampling for Pitman-Yor mixtures
- A general guide in Bayesian and robust Bayesian estimation using Dirichlet processes
- On the inferential implications of decreasing weight structures in mixture models
- Fast approximate inference for variable selection in Dirichlet process mixtures, with an application to pan-cancer proteomics
- Sampling hierarchies of discrete random structures
- Bayesian subgroup analysis in regression using mixture models
- Fast dynamic nonparametric distribution tracking in electron microscopic data
- A simple proof of Pitman-Yor's Chinese restaurant process from its stick-breaking representation
- Determinantal point process mixtures via spectral density approach
- Bayesian semiparametric double autoregressive modeling
- Nonparametric estimation of probabilistic sensitivity measures
- A Bayesian nonparametric model for upper record data
- Low information omnibus (LIO) priors for Dirichlet process mixture models
- Semiparametric multivariate and multiple change-point modeling
- Bayesian nonparametric sparse VAR models
- Bayesian nonparametric disclosure risk estimation via mixed effects log-linear models
- A Bayesian semiparametric model for volatility with a leverage effect
- Bayesian nonparametric clustering and association studies for candidate SNP observations
- Estimation in Dirichlet random effects models
- Normalized random measures driven by increasing additive processes
- Functionals of Dirichlet processes, the Cifarelli-Regazzini identity and beta-gamma processes
- Modal posterior clustering motivated by Hopfield's network
- Asymptotic properties of nonparametric estimation and quantile regression in Bayesian structural equation models
- On posterior consistency of tail index for Bayesian kernel mixture models
- Consistency of Bayesian nonparametric inference for discretely observed jump diffusions
- Kullback Leibler property of kernel mixture priors in Bayesian density estimation
- Bayesian nonparametric regression with varying residual density
This page was built for publication: On a class of Bayesian nonparametric estimates: I. Density estimates
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q761730)