Bayesian nonparametrics
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Publication:1874271
zbMATH Open1029.62004MaRDI QIDQ1874271FDOQ1874271
Authors: Jayanta K. Ghosh, R. V. Ramamoorthi 
Publication date: 23 May 2003
Published in: Springer Series in Statistics (Search for Journal in Brave)
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Bayesian nonparametricsdensity estimationDirichlet priorsurvival analysisposterior consistencyDirichlet processeslocation parameterregression problemneutral to the right prior
Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Nonparametric inference (62G99) Research exposition (monographs, survey articles) pertaining to statistics (62-02)
Cited In (only showing first 100 items - show all)
- The Bernstein-von Mises theorem in semiparametric competing risks models
- The \(L_{1}\)-consistency of Dirichlet mixtures in multivariate Bayesian density estimation
- Robust Bayes estimation using the density power divergence
- Dynamic density estimation with diffusive Dirichlet mixtures
- Projective limit random probabilities on Polish spaces
- Optional Pólya tree and Bayesian inference
- The current duration design for estimating the time to pregnancy distribution: a nonparametric Bayesian perspective
- Overall objective priors
- On posterior concentration in misspecified models
- Prior processes and their applications. Nonparametric Bayesian estimation
- Dirichlet process and its developments: a survey
- Asymptotic properties of posterior distributions in nonparametric regression with non-Gaussian errors
- Bernstein-von Mises theorem for linear functionals of the density
- Isoseparation and robustness in parametric Bayesian inference
- Expert information and nonparametric Bayesian inference of rare events
- On posterior consistency of survival models
- Borrowing strengh in hierarchical Bayes: posterior concentration of the Dirichlet base measure
- Convergence rates of posterior distributions for Brownian semimartingale models
- Consistency of Bayes estimators without the assumption that the model is correct
- Rates of contraction of posterior distributions based on Gaussian process priors
- About the posterior distribution in hidden Markov models with unknown number of states
- A central limit theorem and its applications to multicolor randomly reinforced urns
- A generalization of BIC for the general exponential family
- On Bayesian quantile regression using a pseudo-joint asymmetric Laplace likelihood
- On Bayesian estimation of densities and sampling distributions: The posterior predictive distribution as the Bayes estimator
- A study of counts of Bernoulli strings via conditional Poisson processes
- Stochastic approximation and Newton's estimate of a mixing distribution
- Title not available (Why is that?)
- Some issues in nonparametric Bayesian modeling using species sampling models
- A partition Dirichlet process model for functional data analysis
- Bayesian nonparametric modeling for functional analysis of variance
- Bayesian Dirichlet mixture model for multivariate extremes: a re-parametrization
- The interplay of Bayesian and frequentist analysis
- Asymptotics for posterior hazards
- On selecting a prior for the precision parameter of Dirichlet process mixture models
- Bayes and maximum likelihood for \(L^1\)-Wasserstein deconvolution of Laplace mixtures
- Approximation of conditional densities by smooth mixtures of regressions
- On rates of convergence for posterior distributions in infinite-dimensional models
- The role of beliefs in inference for rational expectations models
- Predictive construction of priors in Bayesian nonparametrics
- Posterior consistency of nonparametric conditional moment restricted models
- Bayesian non-parametric mixtures of GARCH(1,1) models
- Nonparametric estimation of an instrumental regression: a quasi-Bayesian approach based on regularized posterior
- Generalized fiducial inference for binary logistic item response models
- A new proof of the stick-breaking representation of Dirichlet processes
- Robustness to Approximations and Model Learning in MDPs and POMDPs
- A Bayesian approach to multicollinearity and the simultaneous selection and clustering of predictors in linear regression
- A stochastic equation for the law of the random Dirichlet variance
- Dynamics of Bayesian updating with dependent data and misspecified models
- Bayesian Nonparametric Modeling for Multivariate Ordinal Regression
- Frequentistic approximations to Bayesian prevision of exchangeable random elements
- Asymptotics of Bayesian median loss estimation
- Modeling individual differences using Dirichlet processes
- Posterior consistency of Dirichlet mixtures for estimating a transition density
- Quasi-Bayesian analysis of nonparametric instrumental variables models
- Posterior analysis for some classes of nonparametric models
- Rate of convergence of predictive distributions for dependent data
- Quantitative comparisons between finitary posterior distributions and Bayesian posterior distributions
- POSTERIOR CONSISTENCY IN CONDITIONAL DENSITY ESTIMATION BY COVARIATE DEPENDENT MIXTURES
- Posterior consistency of logistic Gaussian process priors in density estimation
- A probabilistic interpretation of the Macdonald polynomials
- Posterior contraction of the population polytope in finite admixture models
- Kullback Leibler property of kernel mixture priors in Bayesian density estimation
- Title not available (Why is that?)
- Reference priors for exponential families with increasing dimension
- An efficient and versatile approach to trust and reputation using hierarchical Bayesian modelling
- Bayesian nonparametric model selection and model testing
- A note on convergence rates for posterior distributions via large deviations techniques
- Book Review: Probabilistic symmetries and invariance principles
- Computationally tractable approximate and smoothed Polya trees
- Bayesian and variational Bayesian approaches for flows in heterogeneous random media
- Regularizing priors for linear inverse problems
- Model misspecification, Bayesian versus credibility estimation, and Gibbs posteriors
- Bayesian learning with multiple priors and nonvanishing ambiguity
- Bayesian regression with nonparametric heteroskedasticity
- Bayesian modeling of joint and conditional distributions
- A Bernstein-von Mises theorem for smooth functionals in semiparametric models
- Convergence properties of sequential Bayesian \(D\)-optimal designs
- Conjugate processes: theory and application to risk forecasting
- Objective parametric model selection procedures from a Bayesian nonparametric perspective
- Asymptotic equivalence of empirical likelihood and Bayesian MAP
- On divergence measures leading to Jeffreys and other reference priors
- Sufficient conditions for Bayesian consistency
- Bayesian parametric inference in a nonparametric framework
- Bayesian nonparametric modeling and the ubiquitous Ewens sampling formula
- A Bayesian nonparametric multiple testing procedure for comparing several treatments against a control
- Gibbs and autoregressive Markov processes
- Modern Bayesian asymptotics
- Empirical Bayes methods in classical and Bayesian inference
- Nonparametric bayesian inference for dichotomous response models
- Bayesian Nonparametric Calibration and Combination of Predictive Distributions
- Markov jump random c.d.f.'s and their posterior distributions
- Generalized moment theory and Bayesian robustness analysis for hierarchical mixture models
- Posterior consistency for nonparametric hidden Markov models with finite state space
- On limit distributions of estimators in irregular statistical models and a new representation of fractional Brownian motion
- Gaussian Approximations for Probability Measures on $R^d$
- Semiparametric Bayesian circular statistics
- On the validity of the formal Edgeworth expansion for posterior densities
- A two-parameter family of measure-valued diffusions with Poisson-Dirichlet stationary distributions
- Alternative posterior consistency results in nonparametric binary regression using Gaussian process priors
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