The L₁-consistency of Dirichlet mixtures in multivariate Bayesian density estimation
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Publication:604357
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Cites work
- scientific article; zbMATH DE number 5769874 (Why is no real title available?)
- scientific article; zbMATH DE number 1026562 (Why is no real title available?)
- scientific article; zbMATH DE number 863811 (Why is no real title available?)
- A Bayesian analysis of some nonparametric problems
- Bayesian curve fitting using multivariate normal mixtures
- Bayesian nonparametrics
- Correction to: ``Kullback Leibler property of kernel mixture priors in Bayesian density estimation
- Entropies and rates of convergence for maximum likelihood and Bayes estimation for mixtures of normal densities.
- Model-Based Clustering, Discriminant Analysis, and Density Estimation
- On Bayes procedures
- On a class of Bayesian nonparametric estimates: I. Density estimates
- Posterior consistency of Dirichlet mixtures in density estimation
- Posterior convergence rates of Dirichlet mixtures at smooth densities
- Robust estimation of mixture complexity for count data
Cited in
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- Strong consistency of nonparametric Bayes density estimation on compact metric spaces with applications to specific manifolds
- A semi-parametric Bayesian approach for differential expression analysis of RNA-seq data
- Classification via Bayesian Nonparametric Learning of Affine Subspaces
- Posterior consistency in conditional distribution estimation
- Adaptive Bayesian multivariate density estimation with Dirichlet mixtures
- Nonparametric Bayesian inference for multivariate density functions using Feller priors
- Bayesian Repulsive Gaussian Mixture Model
- Dirichlet process mixtures under affine transformations of the data
- Modeling space and space-time directional data using projected Gaussian processes
- Nonparametric Bayes classification and hypothesis testing on manifolds
- On Consistency of Nonparametric Normal Mixtures for Bayesian Density Estimation
- Kullback Leibler property of kernel mixture priors in Bayesian density estimation
- Distribution of the LR criterion Up,m,n as a marginal distribution of a generalized Dirichlet model
- Posterior consistency in conditional density estimation by covariate dependent mixtures
- Copula based factorization in Bayesian multivariate infinite mixture models
- Posterior asymptotics of nonparametric location-scale mixtures for multivariate density estimation
- Bayesian modeling of joint and conditional distributions
- Low information omnibus (LIO) priors for Dirichlet process mixture models
- Bayesian consistency for a nonparametric stationary Markov model
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