A blocked Gibbs sampler for NGG-mixture models via a priori truncation

DOI10.1007/s11222-015-9549-6zbMath1505.62037OpenAlexW2017665920MaRDI QIDQ294236

Raffaele Argiento, Ilaria Bianchini, Alessandra Guglielmi

Publication date: 10 June 2016

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2318/1634657

zbMATH Keywords

finite-dimensional approximationblocked Gibbs samplernormalized generalized gamma processa priori truncation methodBayesian nonparametric mixture models

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Related Items (11)

Nonparametric Bayesian inference in applications ⋮ Computational challenges and temporal dependence in Bayesian nonparametric models ⋮ A unified construction for series representations and finite approximations of completely random measures ⋮ Truncated Poisson-Dirichlet approximation for Dirichlet process hierarchical models ⋮ Sampling hierarchies of discrete random structures ⋮ Truncated random measures ⋮ A moment-matching Ferguson \& Klass algorithm ⋮ Modeling the Association Between Clusters of SNPs and Disease Responses ⋮ Hierarchical normalized completely random measures for robust graphical modeling ⋮ Low information omnibus (LIO) priors for Dirichlet process mixture models ⋮ On the Truncation Error of a Superposed Gamma Process

Uses Software

• BNPdensity

Cites Work

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