Convergence of dirichlet invariant measures and the limits of bayes estimates
From MaRDI portal
Publication:3814541
Recommendations
- Limiting Bayes estimates of estimable parameters based on Dirichlet processes
- Bayes estimates of estimable parameters with a direchlet invariant process
- Nonparametric bayes estimates of estimable parameters with a dirichlet invarant process and inveriant u-statistics
- scientific article; zbMATH DE number 3917427
- Convergence of Dirichlet measures arising in context of Bayesian analysis of competing risks models
Cites work
- A Bayesian analysis of some nonparametric problems
- Bayes estimates of estimable parameters with a direchlet invariant process
- Dirichlet invariant processes and applications to nonparametric estimation of symmetric distribution functions
- Invariant U-statistics
- Mixtures of Dirichlet processes with applications to Bayesian nonparametric problems
- Nonparametric bayes estimates of estimable parameters with a dirichlet invarant process and inveriant u-statistics
Cited in
(10)- scientific article; zbMATH DE number 3917427 (Why is no real title available?)
- Nonparametric Bayesian modelling using skewed Dirichlet processes
- Limits of Bayes estimators in convex, truncated parameter spaces
- \(L^p\) metric criteria for directed convergence
- Learn-merge invariance of priors: A characterization of the Dirichlet distributions and processes
- Limiting Bayes estimates of estimable parameters based on Dirichlet processes
- Bayes estimates of estimable parameters with a direchlet invariant process
- On topological support of Dirichlet prior
- scientific article; zbMATH DE number 774881 (Why is no real title available?)
- \(L^\infty\) metric criteria for convergence in Bayesian recursive inference systems
This page was built for publication: Convergence of dirichlet invariant measures and the limits of bayes estimates
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3814541)