Sequentially allocated merge-split samplers for conjugate Bayesian nonparametric models

DOI10.1080/00949655.2021.1998502OpenAlexW3212048807MaRDI QIDQ5083329FDOQ5083329

Authors: David B. Dahl, Spencer Newcomb 

Publication date: 22 June 2022

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

Full work available at URL: https://doi.org/10.1080/00949655.2021.1998502

zbMATH Keywords

Markov chain Monte CarloGibbs samplerMetropolis-Hastings algorithmDirichlet processPitman-Yor processrandom partitions

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Modelling heterogeneity with and without the Dirichlet process
• Bayesian Density Estimation and Inference Using Mixtures
• Markov chains for exploring posterior distributions. (With discussion)
• Estimating normal means with a conjugate style dirichlet process prior
• Mixtures of Dirichlet processes with applications to Bayesian nonparametric problems
• Prior distributions on spaces of probability measures
• A Bayesian analysis of some nonparametric problems
• Sampling-Based Approaches to Calculating Marginal Densities
• Estimating Normal Means with a Dirichlet Process Prior
• Monte Carlo sampling methods using Markov chains and their applications
• Equation of state calculations by fast computing machines
• MCMC for normalized random measure mixture models
• Exchangeable and partially exchangeable random partitions
• Splitting and merging components of a nonconjugate Dirichlet process mixture model
• Slice sampling mixture models
• Ferguson distributions via Polya urn schemes
• Investigating nonparametric priors with Gibbs structure
• Gibbs Sampling Methods for Stick-Breaking Priors
• On a class of Bayesian nonparametric estimates: I. Density estimates
• Contributions to the theory of Dirichlet processes
• Connectionist learning of belief networks

Cited In (1)

• Merging MCMC subposteriors through Gaussian-process approximations

Uses Software

• BayesDA
• shallot

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