Sequential Monte Carlo methods for mixtures with normalized random measures with independent increments priors
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Publication:517389
DOI10.1007/s11222-015-9612-3zbMath1505.62168OpenAlexW2248957726MaRDI QIDQ517389
Publication date: 23 March 2017
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11222-015-9612-3
Bayesian nonparametricsDirichlet processnormalized generalized gamma processslice samplingparticle Gibbs samplingnonparametric stochastic volatility
Computational methods for problems pertaining to statistics (62-08) Nonparametric estimation (62G05) Bayesian inference (62F15) Numerical analysis or methods applied to Markov chains (65C40) Random measures (60G57)
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