Estimating Normal Means with a Dirichlet Process Prior
From MaRDI portal
Publication:4292156
DOI10.2307/2291223zbMath0791.62039OpenAlexW4248679889MaRDI QIDQ4292156
Publication date: 20 July 1994
Full work available at URL: https://doi.org/10.2307/2291223
Monte Carlo studyimportance samplingDirichlet process priormixtures of Dirichlet processesGibbs sampler algorithmnonparametric empirical Bayes estimatorsnonparametric Bayesian estimateparametric empirical Bayes estimatorsvector of normal means
Nonparametric estimation (62G05) Bayesian problems; characterization of Bayes procedures (62C10) Empirical decision procedures; empirical Bayes procedures (62C12) Probabilistic methods, stochastic differential equations (65C99)
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