Bayesian nonparametrics
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Publication:1874271
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- Linear and quadratic functionals of random hazard rates: An asymptotic analysis
- Alternative posterior consistency results in nonparametric binary regression using Gaussian process priors
- scientific article; zbMATH DE number 218973 (Why is no real title available?)
- Discussion on “Credibility Estimation of Distribution Functions with Applications to Experience Rating in General Insurance,” by Xiaoqiang Cai, Limin Wen, Xianyi Wu, and Xian Zhou, Volume 19(4)
- Convergence properties of sequential Bayesian \(D\)-optimal designs
- Gaussian approximations for probability measures on \(\mathbb R^d\)
- A Bayesian nonparametric multiple testing procedure for comparing several treatments against a control
- Credibility estimation of distribution functions with applications to experience rating in general insurance
- Two-sample Kolmogorov-Smirnov test using a Bayesian nonparametric approach
- Asymptotic equivalence of empirical likelihood and Bayesian MAP
- Bayesian Nonparametric Calibration and Combination of Predictive Distributions
- The martingale problem method revisited
- Nonparametric bayesian inference for dichotomous response models
- Bayesian nonparametric modeling and the ubiquitous Ewens sampling formula
- H‐likelihood Predictive Intervals for Unobservables
- Asymptotics of Bayesian median loss estimation
- A conversation with Jayaram Sethuraman
- Nonparametric Bayes and empirical Bayes estimation of the population median, with application in finite-population sampling
- A sandwich likelihood correction for Bayesian quantile regression based on the misspecified asymmetric Laplace density
- On the validity of the formal Edgeworth expansion for posterior densities
- On the normalized maximum likelihood and Bayesian decision theory
- Gibbs and autoregressive Markov processes
- Bernshteĭn-von Mises theorems for nonparametric function analysis via locally constant modelling: a unified approach
- Gibbs posterior convergence and the thermodynamic formalism
- Nonparametric localized bandwidth selection for kernel density estimation
- Empirical Bayes methods in classical and Bayesian inference
- Conjugate processes: theory and application to risk forecasting
- Bayesian inference for spectral projectors of the covariance matrix
- Nonparametric bayes estimates of estimable parameters with a dirichlet invarant process and inveriant u-statistics
- Markov jump random c.d.f.'s and their posterior distributions
- Generalized moment theory and Bayesian robustness analysis for hierarchical mixture models
- NML, Bayes and true distributions: a comment on Karabatsos and Walker (2006)
- Special issue on Bayesian nonparametrics
- The importance of supply and demand for oil prices: Evidence from non‐Gaussianity
- Posterior consistency for nonparametric hidden Markov models with finite state space
- Connections Between Bernoulli Strings and Random Permutations
- Asymptotic stability of empirical processes and related functionals
- Bayesian Estimation and Comparison of Moment Condition Models
- Modern Bayesian asymptotics
- Bayesian parametric inference in a nonparametric framework
- Semiparametric Bayesian circular statistics
- A review of Bayesian asymptotics in general insurance applications
- Bayesian inference in nonparanormal graphical models
- On divergence measures leading to Jeffreys and other reference priors
- Sufficient conditions for Bayesian consistency
- Bayesian nonparametric inference for quantal response data
- A two-parameter family of measure-valued diffusions with Poisson-Dirichlet stationary distributions
- Bayesian ROC curve estimation under binormality using a rank likelihood
- Nonparametric Bayesian inference in applications
- Objective parametric model selection procedures from a Bayesian nonparametric perspective
- Bootstrap inference for a class of non-regular estimators
- On limit distributions of estimators in irregular statistical models and a new representation of fractional Brownian motion
- Subjective elicitation of hyperparameters of a conjugate Dirichlet prior and the corresponding Bayes analysis
- Robustness to incorrect system models in stochastic control
- Valid inferential models for prediction in supervised learning problems
- A Bayesian nonparametric testing procedure for paired samples
- Consistency of the posterior distribution and MLE for piecewise linear regression
- On the approximation accuracy of Gaussian variational inference
- Bayesian nonparametric survival analysis using mixture of Burr XII distributions
- Hypotheses testing and posterior concentration rates for semi-Markov processes
- Posterior concentration for a misspecified Bayesian regression model with functional covariates
- Stick-breaking processes, clumping, and Markov chain occupation laws
- A survey of nonparametric mixing density estimation via the predictive recursion algorithm
- Bayesian test of normality versus a Dirichlet process mixture alternative
- Posterior consistency of random effects models for binary data
- Method G: Uncertainty Quantification for Distributed Data Problems Using Generalized Fiducial Inference
- Differential geometry for model independent analysis of images and other non-Euclidean data: recent developments
- Bayesian definition of random sequences with respect to conditional probabilities
- Robustness to incorrect models and data-driven learning in average-cost optimal stochastic control
- Bayesian inference does not lead you astray\dots on average
- Learning under unawareness
- Bayesian ratemaking with common effects modeled by mixture of Pólya tree processes
- Information criteria for model selection
- Bayesian density regression for discrete outcomes
- Bayesian testing for nested hypotheses under partial observability
- Imprecise Dirichlet process with application to the hypothesis test on the probability that \(X \leq Y\)
- Consistency of Bayes estimators of a binary regression function
- Nonparametric Bayesian estimation of a concave distribution function with mixed interval censored data
- Analytical expression for the integrated squared density partial derivative of a multivariate normal mixture distribution
- Nonparametric Empirical Bayes Prediction
- Polya tree priors and their estimation with multi-group data
- Semiparametric Bayesian doubly robust causal estimation
- A Bayesian robust chi-squared test for testing simple hypotheses
- Weak and TV consistency in Bayesian uncertainty quantification using disintegration
- Strong uniform laws of large numbers for bootstrap means and other randomly weighted sums
- Deviance information criterion for latent variable models and misspecified models
- The emergence of ``fifty-fifty probability judgments through Bayesian updating under ambiguity
- Covariance estimation via fiducial inference
- Asymptotic properties of nonparametric estimation and quantile regression in Bayesian structural equation models
- On some aspects of the asymptotic properties of Bayesian approaches in nonparametric and semiparametric models
- Construction of credible intervals for nonlinear regression models with unknown error distributions
- Bayesian inference of graph-based dependencies from mixed-type data
- Superiority of Bayes estimators over the MLE in high dimensional multinomial models and its implication for nonparametric Bayes theory
- Geometric sensitivity measures for Bayesian nonparametric density estimation models
- Properties of h‐Likelihood Estimators in Clustered Data
- Processing consistency in non-Bayesian inference
- A PRticle filter algorithm for nonparametric estimation of multivariate mixing distributions
- On posterior consistency of tail index for Bayesian kernel mixture models
- Bayesian nonparametrics for directional statistics
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