A note on Bayes empirical Bayes estimation by means of Dirichlet processes

DOI10.1016/0167-7152(86)90078-7zbMATH Open0585.62015OpenAlexW2021593419MaRDI QIDQ1070684FDOQ1070684

Authors: Lynn Kuo 

Publication date: 1986

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(86)90078-7

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zbMATH Keywords

compound Poisson distributionempirical Bayesmixtures of Dirichlet processesBayes empirical Bayes estimationDirichlet process hyperprior approachnumerical example on Poisson sampling

Mathematics Subject Classification ID

Bayesian inference (62F15) Nonparametric estimation (62G05) Empirical decision procedures; empirical Bayes procedures (62C12)

Cites Work

• Mixtures of Dirichlet processes with applications to Bayesian nonparametric problems
• A Bayesian analysis of some nonparametric problems
• Empirical Bayes estimation of a binomial parameter via mixtures of Dirichlet processes
• On a class of Bayesian nonparametric estimates: I. Density estimates
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Improving on inadmissible estimators in continuous exponential families with applications to simultaneous estimation of gamma scale parameters
• An empirical Bayes estimation problem
• Computations of Mixtures of Dirichlet Processes
• Title not available (Why is that?)

Cited In (15)

• An improved collapsed Gibbs sampler for Dirichlet process mixing models
• A note on ``Bayesian nonparametric estimators derived from conditional Gibbs structures
• Bayesian semiparametric inference for the accelerated failure‐time model
• Bayes estimation of Dirichlet process parameter
• Nonparametric empirical bayes estimation of the distribution function and the mean
• The hyper-Dirichlet process and its discrete approximations: The butterfly model
• Title not available (Why is that?)
• Posterior concentration rates for empirical Bayes procedures with applications to Dirichlet process mixtures
• Bayes compound and empirical Bayes estimation of the mean of a Gaussian distribution on a Hilbert space
• Nonparametric bayes estimation of the probability of discovering a new species
• Title not available (Why is that?)
• Title not available (Why is that?)
• Admissible estimation, Dirichlet principles and recurrence of birth-death chains on \({\mathbb{Z}}^ p_+\)
• Limiting Bayes estimates of estimable parameters based on Dirichlet processes
• Title not available (Why is that?)

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