Bayesian nonparametric location-scale-shape mixtures
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Publication:285841
Abstract: Discrete mixture models are one of the most successful approaches for density estimation. Under a Bayesian nonparametric framework, Dirichlet process location-scale mixture of Gaussian kernels is the golden standard, both having nice theoretical properties and computational tractability. In this paper we explore the use of the skew-normal kernel, which can naturally accommodate several degrees of skewness by the use of a third parameter. The choice of this kernel function allows us to formulate nonparametric location-scale-shape mixture prior with large support and good performance in different applications. Asymptotically, we show that this modelling framework is consistent in frequentist sense. Efficient Gibbs sampling algorithms are also discussed and the performance of the methods are tested through simulations and applications to galaxy velocity and fertility data. Extensions to accommodate discrete data are also discussed.
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Cited in
(9)- A scalable Bayesian nonparametric model for large spatio-temporal data
- Nonparametric mixtures based on skew-normal distributions: an application to density estimation
- A Bayesian nonparametric multiple testing procedure for comparing several treatments against a control
- Nonparametric Bayes local partition models for random effects
- Dirichlet process mixtures under affine transformations of the data
- Bayesian inference in location-scale distributions with independent bivariate priors
- Hessian and increasing-Hessian orderings of scale-shape mixtures of multivariate skew-normal distributions and applications
- Singularity structures and impacts on parameter estimation in finite mixtures of distributions
- Model-based approach for household clustering with mixed scale variables
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