On a class of Bayesian nonparametric estimates: I. Density estimates
DOI10.1214/AOS/1176346412zbMATH Open0557.62036OpenAlexW2065392216MaRDI QIDQ761730FDOQ761730
Authors: Albert Y. Lo
Publication date: 1984
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176346412
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density estimationconditional expectationDirichlet probabilityfinite index measureposterior distribution of a random density
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- Exploring dependence between categorical variables: benefits and limitations of using variable selection within Bayesian clustering in relation to log-linear modelling with interaction terms
- Bayesian cluster analysis: point estimation and credible balls (with discussion)
- A nonparametric model for stationary time series
- Bayes variable selection in semiparametric linear models
- Bayesian nonparametric Plackett-Luce models for the analysis of preferences for college degree programmes
- The \(L_{1}\)-consistency of Dirichlet mixtures in multivariate Bayesian density estimation
- Nonparametric Bayesian data analysis
- Dynamic density estimation with diffusive Dirichlet mixtures
- Entropies and rates of convergence for maximum likelihood and Bayes estimation for mixtures of normal densities.
- A Bayesian Nonparametric Regression Model With Normalized Weights: A Study of Hippocampal Atrophy in Alzheimer’s Disease
- Bayesian analysis for confirmatory factor model with finite-dimensional Dirichlet prior mixing
- Posterior convergence rate of a class of Dirichlet process mixture model for compositional data
- Concentration rate and consistency of the posterior distribution for selected priors under monotonicity constraints
- Optional Pólya tree and Bayesian inference
- A consistent nonparametric Bayesian procedure for estimating autoregressive conditional den\-sities
- Sampling schemes for generalized linear Dirichlet process random effects models
- Stick-breaking autoregressive processes
- Bayesian nonparametric estimators derived from conditional Gibbs structures
- Bayesian nonparametric regression with varying residual density
- Stick-breaking representation and computation for normalized generalized gamma processes
- Expert information and nonparametric Bayesian inference of rare events
- Convergence rates for density estimation with Bernstein polynomials.
- On a class of \(\sigma \)-stable Poisson-Kingman models and an effective marginalized sampler
- Bayesian nonparametric location-scale-shape mixtures
- Rates of convergence for the posterior distributions of mixtures of betas and adaptive nonparametric estimation of the density
- A nonparametric dependent process for Bayesian regression
- Posterior convergence rates of Dirichlet mixtures at smooth densities
- A Bayesian nonparametric approach to reconstruction and prediction of random dynamical systems
- Bayesian nonparametric estimation of a copula
- Bayesian Poisson process partition calculus with an application to Bayesian Lévy moving averages
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- On Bayesian estimation of densities and sampling distributions: The posterior predictive distribution as the Bayes estimator
- On a rapid simulation of the Dirichlet process
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- Characterizing the variance improvement in linear Dirichlet random effects models
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- Bayes and maximum likelihood for \(L^1\)-Wasserstein deconvolution of Laplace mixtures
- A class of measure-valued Markov chains and Bayesian nonparametrics
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- Sampling the Dirichlet Mixture Model with Slices
- Scalable Bayesian nonparametric regression via a Plackett-Luce model for conditional ranks
- Posterior consistency of Dirichlet mixtures in density estimation
- Bayesian semiparametric stochastic volatility modeling
- Posterior rates of convergence for Dirichlet mixtures of exponential power densities
- Adaptive Bayesian density estimation in \(L^p\)-metrics with Pitman-Yor or normalized inverse-Gaussian process kernel mixtures
- Bayesian nonparametric estimation and consistency of mixed multinomial logit choice models
- Bayesian Nonparametric Nonproportional Hazards Survival Modeling
- Bayesian density estimation and model selection using nonparametric hierarchical mixtures
- Bayesian density estimation using bernstein polynomials
- Compound Dirichlet processes
- Normalized random measures driven by increasing additive processes
- Frequentistic approximations to Bayesian prevision of exchangeable random elements
- Towards a practicable Bayesian nonparametric density estimator
- On option pricing under a completely random measure via a generalized Esscher transform
- Modeling individual differences using Dirichlet processes
- Beta-product dependent Pitman-Yor processes for Bayesian inference
- Posterior analysis for some classes of nonparametric models
- Estimation in Dirichlet random effects models
- Nonparametric Bayesian inference for multidimensional compound Poisson processes
- Distributional properties of means of random probability measures
- Kullback Leibler property of kernel mixture priors in Bayesian density estimation
- Consensus Monte Carlo for Random Subsets Using Shared Anchors
- Modeling with normalized random measure mixture models
- Bayesian nonparametric classification for spectroscopy data
- Posterior consistency in conditional distribution estimation
- A Bayesian nonparametric approach to modeling market share dynamics
- Posterior Analysis for Normalized Random Measures with Independent Increments
- A new Bayesian nonparametric mixture model
- New findings from terrorism data: Dirichlet process random-effects models for latent groups
- Exact and approximate sum representations for the Dirichlet process
- Nonparametric Bayesian survival analysis using mixtures of Weibull distributions
- Bayesian nonparametric model selection and model testing
- An adaptive truncation method for inference in Bayesian nonparametric models
- A Bayesian goodness-of-fit test for regression
- MCMC for normalized random measure mixture models
- Slice sampling mixture models
- Modelling long-term investment returns via Bayesian infinite mixture time series models
- Mean field inference for the Dirichlet process mixture model
- An improved collapsed Gibbs sampler for Dirichlet process mixing models
- Bayesian semi-parametric modeling for mixed proportional hazard models with right censoring
- Bayesian semiparametric analysis for latent variable models with mixed continuous and ordinal outcomes
- Shape restriction of the multi-dimensional Bernstein prior for density functions
- Bayesian linear regression with error terms that have symmetric unimod al densities
- Bayesian nonparametric methods for data from a unimodal density
- Bayesian semiparametric inference for the accelerated failure‐time model
- Semiparametric Bayesian forecasting of spatiotemporal earthquake occurrences
- Sufficient conditions for Bayesian consistency
- The dependent Dirichlet process and related models
- Dirichlet process and its developments: a survey
- On recursive Bayesian predictive distributions
- A bayesian nonparametric density estimator
- A time dependent Bayesian nonparametric model for air quality analysis
- A non-parametric Bayesian approach to decompounding from high frequency data
- A Bayes method for a monotone hazard rate via \(S\)-paths
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