Geometric stick-breaking processes for continuous-time Bayesian nonparametric modeling

Related Items

Dynamic density estimation with diffusive Dirichlet mixtures, Bayesian nonparametric classification for spectroscopy data, Innovation, growth and aggregate volatility from a Bayesian nonparametric perspective, A mean-constrained finite mixture of normals model, Dependent mixtures of geometric weights priors, Discussion of paper ``Nonparametric Bayesian inference in applications by Peter Müller, Fernando A. Quintana and Garritt L. Page, Computational challenges and temporal dependence in Bayesian nonparametric models, Beta-binomial stick-breaking non-parametric prior, On the inferential implications of decreasing weight structures in mixture models, Bayesian nonparametric multivariate ordinal regression, Bayesian nonparametric hypothesis testing for longitudinal data analysis, System identification using autoregressive Bayesian neural networks with nonparametric noise models, Clustering dynamics in a class of normalised generalised gamma dependent priors, Joint reconstruction and prediction\break of random dynamical systems under\break borrowing of strength, A Bayesian nonparametric approach to reconstruction and prediction of random dynamical systems, Asymptotic behavior of the number of distinct values in a sample from the geometric stick-breaking process, The dependent Dirichlet process and related models

Cites Work