Retrospective Markov chain Monte Carlo methods for Dirichlet process hierarchical models
From MaRDI portal
Publication:3631487
DOI10.1093/biomet/asm086zbMath1437.62576arXiv0710.4228OpenAlexW2101998432MaRDI QIDQ3631487
Gareth O. Roberts, Omiros Papaspiliopoulos
Publication date: 10 June 2009
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0710.4228
Applications of statistics to biology and medical sciences; meta analysis (62P10) Numerical analysis or methods applied to Markov chains (65C40)
Related Items
Dynamic density estimation with diffusive Dirichlet mixtures, Restricted Indian buffet processes, Bayesian nonparametric clustering as a community detection problem, A blocked Gibbs sampler for NGG-mixture models via a priori truncation, Bayesian cluster analysis: point estimation and credible balls (with discussion), Nonparametric Bayesian negative binomial factor analysis, Importance conditional sampling for Pitman-Yor mixtures, An area-specific stick breaking process for spatial data, Fast Sampling in a Linear-Gaussian Inverse Problem, Inference for stochastic volatility models using time change transformations, Accelerated parallel non-conjugate sampling for Bayesian non-parametric models, Retrospective exact simulation of diffusion sample paths with applications, Bayesian nonparametric estimation of targeted agent effects on biomarker change to predict clinical outcome, A Nonparametric Model for Stationary Time Series, Mixture Models With a Prior on the Number of Components, POSTERIOR CONSISTENCY IN CONDITIONAL DENSITY ESTIMATION BY COVARIATE DEPENDENT MIXTURES, A Bayesian non-parametric approach to asymmetric dynamic conditional correlation model with application to portfolio selection, Computational challenges and temporal dependence in Bayesian nonparametric models, MCMC Computations for Bayesian Mixture Models Using Repulsive Point Processes, A Bayesian semiparametric factor analysis model for subtype identification, Bayesian variable selection for logistic mixed model with nonparametric random effects, On the inferential implications of decreasing weight structures in mixture models, Posterior consistency in conditional distribution estimation, Bayesian semiparametric structural equation models with latent variables, From here to infinity: sparse finite versus Dirichlet process mixtures in model-based clustering, Bayesian nonparametric Plackett-Luce models for the analysis of preferences for college degree programmes, Univariate Bayesian nonparametric mixture modeling with unimodal kernels, Full uncertainty analysis for Bayesian nonparametric mixture models, BNPdensity: Bayesian nonparametric mixture modelling in R, On the stick-breaking representation of \(\sigma\)-stable Poisson-Kingman models, An ABC approach for CAViaR models with asymmetric kernels, The semi-hierarchical Dirichlet process and its application to clustering homogeneous distributions, Perfect sampling of the posterior in the hierarchical Pitman-Yor process, Bayesian semiparametric modeling of survival data based on mixtures of \(B\)-spline distributions, Gibbs Sampling for Mixtures in Order of Appearance: The Ordered Allocation Sampler, Nonparametric spatial models for extremes: application to extreme temperature data, On a rapid simulation of the Dirichlet process, Bayesian nonparametric regression with varying residual density, Non parametric Bayesian analysis of the two-sample problem with censoring, Barker's algorithm for Bayesian inference with intractable likelihoods, Sparse covariance estimation in heterogeneous samples, A sticky HDP-HMM with application to speaker diarization, Posterior simulation across nonparametric models for functional clustering, A general framework for the parametrization of hierarchical models, Bayesian non-parametric mixtures of GARCH(1,1) models, Robust Clustering With Subpopulation-Specific Deviations, Estimating parameters in stochastic systems: A variational Bayesian approach, An elementary derivation of the Chinese restaurant process from Sethuraman's stick-breaking process, On species sampling sequences induced by residual allocation models, Hierarchical species sampling models, Efficient Bayesian model choice for partially observed processes: with application to an experimental transmission study of an infectious disease, Infinite mixtures of infinite factor analysers, Revealing Subgroup Structure in Ranked Data Using a Bayesian WAND, Posterior Analysis for Normalized Random Measures with Independent Increments, Stochastically ordered multiple regression, Modeling population structure under hierarchical Dirichlet processes, Flexible Bayesian quantile regression for independent and clustered data, Theory and computations for the Dirichlet process and related models: an overview, Bayesian subgroup analysis in regression using mixture models, Bayesian uncertainty management in temporal dependence of extremes, Semiparametric Bayesian Estimation for Marginal Parametric Potential Outcome Modeling: Application to Causal Inference, Bayesian Modeling of Temporal Dependence in Large Sparse Contingency Tables, A Spatial Dirichlet Process Mixture Model for Clustering Population Genetics Data, A Time‐Series DDP for Functional Proteomics Profiles, Importance sampling schemes for evidence approximation in mixture models, Sequential Monte Carlo methods for mixtures with normalized random measures with independent increments priors, Bayesian nonparametric centered random effects models with variable selection, Slice sampling mixture models, Bayesian Semiparametric Multiple Shrinkage, A New Bayesian Nonparametric Mixture Model, A semiparametric Bayesian approach to the analysis of financial time series with applications to value at risk estimation, Exact simulation of diffusions, A semiparametric Bayesian approach for structural equation models, Simulating events of unknown probabilities via reverse time martingales, Bayesian regression with heteroscedastic error density and parametric mean function, Bayesian Inference on Population Structure: From Parametric to Nonparametric Modeling, On a class of \(\sigma \)-stable Poisson-Kingman models and an effective marginalized sampler, Cluster and feature modeling from combinatorial stochastic processes, Modeling with normalized random measure mixture models, MCMC for normalized random measure mixture models, Stick-breaking autoregressive processes, Bayesian Nonparametric Calibration and Combination of Predictive Distributions, Marginal Bayesian nonparametric model for time to disease arrival of threatened amphibian populations, Bayesian clustering of replicated time-course gene expression data with weak signals, A review of uncertainty quantification for density estimation, Bayesian density regression for discrete outcomes, Sequential minimal optimization in convex clustering repetitions, Nonparametric estimation of probabilistic sensitivity measures, Clustering in linear mixed models with approximate Dirichlet process mixtures using EM algorithm, Dirichlet Lasso: A Bayesian approach to variable selection, Semiparametric Bayesian accelerated failure time model with interval-censored data, Relabelling algorithms for mixture models with applications for large data sets, A Bayesian Nonparametric Regression Model With Normalized Weights: A Study of Hippocampal Atrophy in Alzheimer’s Disease, Exact and Computationally Efficient Likelihood-Based Estimation for Discretely Observed Diffusion Processes (with Discussion), Dirichlet process and its developments: a survey, A Bayesian nonparametric model and its application in insurance loss prediction, OPTIMAL AUXILIARY PRIORS AND REVERSIBLE JUMP PROPOSALS FOR A CLASS OF VARIABLE DIMENSION MODELS, A Bayesian Nonparametric Model Coupled with a Markov Random Field for Change Detection in Heterogeneous Remote Sensing Images, Sampling from Dirichlet process mixture models with unknown concentration parameter: mixing issues in large data implementations
Uses Software