Extended Bernstein prior via reinforced urn processes

DOI10.1007/s10463-009-0227-3zbMath1333.62141OpenAlexW1967970199MaRDI QIDQ261829

Lorenzo Trippa, Sonia Petrone, Paolo Bulla

Publication date: 24 March 2016

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-009-0227-3

zbMATH Keywords

Bernstein polynomialsBayesian nonparametricsPolya urn schemes

Mathematics Subject Classification ID

Density estimation (62G07) Bayesian inference (62F15) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Numerical analysis or methods applied to Markov chains (65C40) Random measures (60G57) Nonparametric inference (62G99)

Related Items

Bayesian density estimation for compositional data using random Bernstein polynomials ⋮ Hierarchical reinforced urn processes ⋮ Efficient and robust density estimation using Bernstein type polynomials

Cites Work

• Unnamed Item
• De Finetti's theorem for Markov chains
• Convergence rates for density estimation with Bernstein polynomials.
• Urn schemes and reinforced random walks.
• Nonparametric Bayesian model selection and averaging
• Posterior convergence rates for Dirichlet mixtures of beta densities
• A Bayesian analysis of some nonparametric problems
• Consistency of Bernstein Polynomial Posteriors
• Bayesian Density Estimation and Inference Using Mixtures
• Random Bernstein Polynomials