A moment-matching Ferguson \& Klass algorithm
From MaRDI portal
Publication:517368
DOI10.1007/s11222-016-9676-8zbMath1505.62034arXiv1606.02566OpenAlexW3101482366MaRDI QIDQ517368
Publication date: 23 March 2017
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1606.02566
Bayesian nonparametricsmoment-matchingcompletely random measuresFerguson \& Klass algorithmnormalized random measuresposterior sampling
Computational methods for problems pertaining to statistics (62-08) Nonparametric estimation (62G05) Bayesian inference (62F15) Random measures (60G57)
Related Items (10)
Modelling and computation using NCoRM mixtures for density regression ⋮ Fast Search and Estimation of Bayesian Nonparametric Mixture Models Using a Classification Annealing EM Algorithm ⋮ Computational challenges and temporal dependence in Bayesian nonparametric models ⋮ BNPdensity: Bayesian nonparametric mixture modelling in R ⋮ A unified construction for series representations and finite approximations of completely random measures ⋮ On quasi-infinitely divisible random measures ⋮ Sampling hierarchies of discrete random structures ⋮ Truncated random measures ⋮ Two part envelopes for rejection sampling of some completely random measures ⋮ On the Truncation Error of a Superposed Gamma Process
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A blocked Gibbs sampler for NGG-mixture models via a priori truncation
- Nonparametric Bayes estimators based on beta processes in models for life history data
- Distributional results for means of normalized random measures with independent increments
- Bayesian semiparametric analysis of short- and long-term hazard ratios with covariates
- Truncated random measures
- Prior distributions on spaces of probability measures
- A class of neutral to the right priors induced by superposition of beta processes
- Normalized random measures driven by increasing additive processes
- A Bayesian analysis of some nonparametric problems
- An adaptive truncation method for inference in Bayesian nonparametric models
- Exponential functionals and means of neutral-to-the-right priors
- An asymptotic analysis of a class of discrete nonparametric priors
- Conjugacy as a Distinctive Feature of the Dirichlet Process
- Posterior Analysis for Normalized Random Measures with Independent Increments
- Markov Beta and Gamma Processes for Modelling Hazard Rates
- Miscellanea. Representations of Levy processes without Gaussian components
- Gibbs Sampling Methods for Stick-Breaking Priors
- Financial Modelling with Jump Processes
- Generalized Gamma measures and shot-noise Cox processes
- Controlling the Reinforcement in Bayesian Non-Parametric Mixture Models
- A Representation of Independent Increment Processes without Gaussian Components
- An Introduction to the Theory of Point Processes
- Modeling with normalized random measure mixture models
This page was built for publication: A moment-matching Ferguson \& Klass algorithm