Sequentially allocated merge-split samplers for conjugate Bayesian nonparametric models

DOI10.1080/00949655.2021.1998502MaRDI QIDQ5083329zbMATH OpenOpenAlexFDO

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

• A Bayesian analysis of some nonparametric problems
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• Equation of state calculations by fast computing machines
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• Investigating nonparametric priors with Gibbs structure
• MCMC for normalized random measure mixture models
• Markov chains for exploring posterior distributions. (With discussion)
• Mixtures of Dirichlet processes with applications to Bayesian nonparametric problems
• Modelling heterogeneity with and without the Dirichlet process
• Monte Carlo sampling methods using Markov chains and their applications
• On a class of Bayesian nonparametric estimates: I. Density estimates
• Prior distributions on spaces of probability measures
• Sampling-Based Approaches to Calculating Marginal Densities
• Slice sampling mixture models
• Splitting and merging components of a nonconjugate Dirichlet process mixture model

Cited in

(1)

• Merging MCMC subposteriors through Gaussian-process approximations

Describes a project that uses

Uses Software

• shallot
• BayesDA

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