Posteriors, conjugacy, and exponential families for completely random measures
From MaRDI portal
Publication:1750082
DOI10.3150/16-BEJ855zbMath1415.62011arXiv1410.6843OpenAlexW2964302399WikidataQ115488549 ScholiaQ115488549MaRDI QIDQ1750082
Tamara Broderick, Michael I. Jordan, Ashia C. Wilson
Publication date: 18 May 2018
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1410.6843
posteriorconjugacyBayesian nonparametricsexponential familycompletely random measurebeta processIndian buffet processsize-biased
Nonparametric estimation (62G05) Bayesian problems; characterization of Bayes procedures (62C10) Exact distribution theory in statistics (62E15)
Related Items
Restricted Indian buffet processes, Exchangeable trait allocations, On quasi-infinitely divisible random measures, Scaled Process Priors for Bayesian Nonparametric Estimation of the Unseen Genetic Variation, Truncated random measures, Truncated simulation and inference in edge-exchangeable networks
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On the posterior distribution of classes of random means
- Slice sampling mixture models
- On a class of Bayesian nonparametric estimates: I. Density estimates
- Nonparametric Bayes estimators based on beta processes in models for life history data
- Size-biased sampling of Poisson point processes and excursions
- Conjugate priors for exponential families
- Slice sampling. (With discussions and rejoinder)
- Tailfree and neutral random probabilities and their posterior distributions
- Prior distributions on spaces of probability measures
- Nonparametric Bayesian estimators for counting processes
- Completely random measures
- A Bayesian analysis of some nonparametric problems
- Beta processes, stick-breaking and power laws
- Hierarchical Dirichlet Processes
- Sampling the Dirichlet Mixture Model with Slices
- Posterior Analysis for Normalized Random Measures with Independent Increments
- Bayesian nonparametric statistical inference for Poisson point processes
- Gibbs Sampling for Bayesian Non-Conjugate and Hierarchical Models by Using Auxiliary Variables
- Estimating Normal Means with a Dirichlet Process Prior
- 10.1162/jmlr.2003.3.4-5.993
- Gibbs Sampling Methods for Stick-Breaking Priors
- Estimating normal means with a conjugate style dirichlet process prior
- Bayesian Density Estimation and Inference Using Mixtures
- Random discrete distributions invariant under size-biased permutation
- Handbook of Mixed Membership Models and Their Applications
- Cluster and feature modeling from combinatorial stochastic processes