Posterior analysis for some classes of nonparametric models

DOI10.1080/10485250802196364MaRDI QIDQ3523681zbMATH OpenOpenAlexFDO

Authors A. Lijoi, I. Prünster, Stephen G. Walker

Publication date 5 September 2008

Published in Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10485250802196364

zbMATH Keywords

Bayesian nonparametricshazard ratecompletely random measuremultiplicative intensity modelneutral to the right prior

Mathematics Subject Classification ID

Bayesian inference (62F15) Nonparametric estimation (62G05) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Random measures (60G57)

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Cites work

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• Completely random measures
• Computational Methods for Multiplicative Intensity Models Using Weighted Gamma Processes
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Cited in

(10)

• The infinite extendibility problem for exchangeable real-valued random vectors
• Sensitivity analysis of Bayesian nonparametric spatial crash frequency models
• scientific article; zbMATH DE number 3930239 (Why is no real title available?)
• What About the Posterior Distributions When the Model is Non-dominated?
• Asymptotics for posterior hazards
• Bayesian calculus for gamma processes with applications to semiparametric intensity models
• scientific article; zbMATH DE number 1894679 (Why is no real title available?)
• Full Bayesian inference with hazard mixture models
• Posterior Analysis for Normalized Random Measures with Independent Increments
• A note on a posterior approximation in a heteroscedastic model

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