Particle learning for general mixtures

DOI10.1214/10-BA525MaRDI QIDQ2635224zbMATH OpenOpenAlexFDO

Authors Nicholas G. Polson, Carlos M. Carvalho, Hedibert F. Lopes, Matthew A. Taddy

Publication date 11 February 2016

Published in Bayesian Analysis (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.ba/1340110852

zbMATH Keywords

mixture modelsnonparametricDirichlet processparticle filteringIndian buffet processprobit stick-breaking

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Neural nets and related approaches to inference from stochastic processes (62M45)

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Cited in

(26)

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• Estimating a semiparametric asymmetric stochastic volatility model with a Dirichlet process mixture
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• Particle learning for Bayesian semi-parametric stochastic volatility model
• Bayesian nonparametric learning of how skill is distributed across the mutual fund industry
• Online Bayesian learning for mixtures of spatial spline regressions with mixed effects
• A particle-learning-based approach to estimate the influence matrix of online social networks
• Bayesian Dynamic Feature Partitioning in High-Dimensional Regression With Big Data
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• A PRticle filter algorithm for nonparametric estimation of multivariate mixing distributions
• Sequential Monte Carlo methods for mixtures with normalized random measures with independent increments priors
• On-line learning for the infinite hidden Markov model

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