Density regression using repulsive distributions

DOI10.1080/00949655.2018.1491578MaRDI QIDQ4960732zbMATH OpenOpenAlexWikidataFDO

Authors José J. Quinlan, Garritt L. Page, Fernando A. Quintana

Publication date 23 April 2020

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949655.2018.1491578

zbMATH Keywords

point processesregression estimationGibbs measuresdependent Gaussian mixture models

Mathematics Subject Classification ID

Bayesian inference (62F15) Linear inference, regression (62J99)

Cites work

• scientific article; zbMATH DE number 1911984 (Why is no real title available?)
• scientific article; zbMATH DE number 774881 (Why is no real title available?)
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• Finite mixture and Markov switching models.
• Monte Carlo methods in Bayesian computation
• Nonparametric Bayesian data analysis
• Nonparametric Bayesian models through probit stick-breaking processes
• On choosing mixture components via non-local priors
• On the support of MacEachern's dependent Dirichlet processes and extensions
• Statistical Analysis and Modelling of Spatial Point Patterns

Cited in

(3)

• On a class of repulsive mixture models
• On the inferential implications of decreasing weight structures in mixture models
• Determinantal point process mixtures via spectral density approach

Describes a project that uses

Uses Software

• BayesDA
• DPpackage

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