Some further developments for stick-breaking priors: finite and infinite clustering and classifica\-tion
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Publication:3580431
zbMATH Open1193.62106MaRDI QIDQ3580431FDOQ3580431
Authors: Hemant Ishwaran, Lancelot F. James
Publication date: 12 August 2010
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Dirichlet processsequential importance samplingcollapsed Gibbs samplingtwo-parameter Poisson-Dirichlet processfinite and infinite dimensional Dirichlet priors
Bayesian inference (62F15) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Monte Carlo methods (65C05)
Cited In (21)
- On the use of Markovian stick-breaking priors
- An improved collapsed Gibbs sampler for Dirichlet process mixing models
- Bayesian semi-parametric modeling for mixed proportional hazard models with right censoring
- Logistic stick-breaking process
- Stick-breaking autoregressive processes
- Some issues in nonparametric Bayesian modeling using species sampling models
- Bayesian Fourier clustering of gene expression data
- A predictive view of Bayesian clustering
- On the topological support of species sampling priors
- A Monte Carlo Markov chain algorithm for a class of mixture time series models
- Variational learning of a Dirichlet process of generalized Dirichlet distributions for simultaneous clustering and feature selection
- On option pricing under a completely random measure via a generalized Esscher transform
- Quantitative comparisons between finitary posterior distributions and Bayesian posterior distributions
- A Bayesian nonparametric study of a dynamic nonlinear model
- Hybrid Dirichlet mixture models for functional data
- Bayesian mixture of autoregressive models
- Stick-Breaking Processes With Exchangeable Length Variables
- The Ornstein-Uhlenbeck Dirichlet process and other time-varying processes for Bayesian nonparametric inference
- Functional central limit theorems for stick-breaking priors
- Gibbs Sampling Methods for Stick-Breaking Priors
- Posterior simulation across nonparametric models for functional clustering
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