On a class of Bayesian nonparametric estimates: I. Density estimates
From MaRDI portal
Recommendations
Cited in
(only showing first 100 items - show all)- On a class of Bayesian nonparametric estimates. II: Hazard rate estimates
- On model selection in Bayesian regression
- On recursive Bayesian predictive distributions
- Reinforced urn processes for credit risk models
- A bayesian nonparametric density estimator
- Dependent mixtures of Dirichlet processes
- A Bayes method for a monotone hazard rate via \(S\)-paths
- Using the gibbs sampler to simulate from the bayes estimate of a decreasing density
- Rubbery Pólya tree
- A vector of Dirichlet processes
- Bayesian Nonparametric Calibration and Combination of Predictive Distributions
- Bayesian nonparametric methods for data from a unimodal density
- Scalable Bayesian Nonparametric Clustering and Classification
- Bayesian mixture modeling for spatial Poisson process intensities, with applications to extreme value analysis
- A non-parametric Bayesian approach to decompounding from high frequency data
- Nonparametric Bayes methods for directional data
- Bayesian linear regression with error terms that have symmetric unimod al densities
- Bayesian semiparametric inference for the accelerated failure‐time model
- Usage of a pair of \(\mathbf S\)-paths in Bayesian estimation of a unimodal density
- A semiparametric scale-mixture regression model and predictive recursion maximum likelihood
- The dependent Dirichlet process and related models
- A bivariate Dirichlet process.
- Dirichlet process and its developments: a survey
- An improved collapsed Gibbs sampler for Dirichlet process mixing models
- Nonparametric localized bandwidth selection for kernel density estimation
- Poisson calculus for spatial neutral to the right processes
- Bayesian nonparametric clustering and association studies for candidate SNP observations
- Semiparametric Bayesian forecasting of spatiotemporal earthquake occurrences
- Bayesian mixture of autoregressive models
- Non parametric mixture priors based on an exponential random scheme
- Extending Doob's consistency theorem to nonparametric densities
- Generalized moment theory and Bayesian robustness analysis for hierarchical mixture models
- Sparse covariance estimation in heterogeneous samples
- Assessing heterogeneity for factor analysis model with continuous and ordinal outcomes
- A time dependent Bayesian nonparametric model for air quality analysis
- Functionals of Dirichlet processes, the Cifarelli-Regazzini identity and beta-gamma processes
- On the posterior distribution of classes of random means
- Bayesian semi-parametric modeling for mixed proportional hazard models with right censoring
- Bayesian adaptation
- Statistical Decision Problems and Bayesian Nonparametric Methods
- A Monte Carlo Markov chain algorithm for a class of mixture time series models
- A Latent Source Model to Detect Multiple Spatial Clusters With Application in a Mobile Sensor Network for Surveillance of Nuclear Materials
- On nonparametric Bayesian inference for the distribution of a random sample
- The local Dirichlet process
- Bayesian density estimation via dirichlet density processes
- A comparison of nonparametric priors in hierarchical mixture modelling for AFT regression
- Bayesian nonparametric estimation of the median. II: Asymptotic properties of the estimates
- Bayesian spatial survival models
- The exchangeable multinomial model as an approach to testing deterministic axioms of choice and measurement
- Sufficient conditions for Bayesian consistency
- A Bayesian semiparametric model for volatility with a leverage effect
- Some issues in nonparametric Bayesian modeling using species sampling models
- Bayesian mode regression using mixtures of triangular densities
- Copula based factorization in Bayesian multivariate infinite mixture models
- Robust identification of highly persistent interest rate regimes
- A Bayesian nonparametric study of a dynamic nonlinear model
- A Bayesian mixture model to quantify parameters of spatial clustering
- Theory and computations for the Dirichlet process and related models: an overview
- Bayesian Approaches to Nonparametric Estimation of Densities on the Unit Interval
- Low information omnibus (LIO) priors for Dirichlet process mixture models
- Bayesian clustering for continuous‐time hidden Markov models
- Bayesian semiparametric analysis for latent variable models with mixed continuous and ordinal outcomes
- Shape restriction of the multi-dimensional Bernstein prior for density functions
- Bayesian non-parametric mixtures of GARCH(1,1) models
- Bayesian non-parametrics and the probabilistic approach to modelling
- Estimating a semiparametric asymmetric stochastic volatility model with a Dirichlet process mixture
- A Bayesian multivariate probit for ordinal data with semiparametric random-effects
- Bayesian Fourier clustering of gene expression data
- Expert information and nonparametric Bayesian inference of rare events
- A class of measure-valued Markov chains and Bayesian nonparametrics
- Bayesian nonparametric estimation and consistency of mixed multinomial logit choice models
- Nonparametric hierarchical Bayes via sequential imputations
- Bayes variable selection in semiparametric linear models
- Posterior consistency of Dirichlet mixtures in density estimation
- Bayesian semiparametric stochastic volatility modeling
- Bayesian nonparametric classification for spectroscopy data
- Bayesian nonparametric sparse VAR models
- MCMC for normalized random measure mixture models
- Posterior rates of convergence for Dirichlet mixtures of exponential power densities
- Distribution of functionals of a Ferguson-Dirichlet process over an \(n\)-dimensional ball
- Nonparametric Bayesian inference for multidimensional compound Poisson processes
- Convergence rates for density estimation with Bernstein polynomials.
- On option pricing under a completely random measure via a generalized Esscher transform
- Bayesian inference with misspecified models
- Posterior consistency in conditional distribution estimation
- Bayesian Poisson process partition calculus with an application to Bayesian Lévy moving averages
- Estimation in Dirichlet random effects models
- On a rapid simulation of the Dirichlet process
- Compound Dirichlet processes
- A probability for classification based on the Dirichlet process mixture model
- On a class of \(\sigma \)-stable Poisson-Kingman models and an effective marginalized sampler
- Posterior convergence rates of Dirichlet mixtures at smooth densities
- Bayesian nonparametric binary regression via random tessellations
- Bayesian nonparametric location-scale-shape mixtures
- Entropies and rates of convergence for maximum likelihood and Bayes estimation for mixtures of normal densities.
- A predictive view of Bayesian clustering
- Sampling schemes for generalized linear Dirichlet process random effects models
- A new Bayesian nonparametric mixture model
- An adaptive truncation method for inference in Bayesian nonparametric models
- Concentration rate and consistency of the posterior distribution for selected priors under monotonicity constraints
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)
