Dependent mixtures of Dirichlet processes
From MaRDI portal
Publication:901590
DOI10.1016/j.csda.2010.12.005zbMath1328.62242OpenAlexW2042091348MaRDI QIDQ901590
Spyridon J. Hatjispyros, Theodoros Nicoleris, Stephen G. Walker
Publication date: 12 January 2016
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2010.12.005
Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Random measures (60G57)
Related Items
Dependent mixture models: clustering and borrowing information, Random density functions with common atoms and pairwise dependence, Dependent mixtures of geometric weights priors, Bayesian nonparametric estimation of test equating functions with covariates, The semi-hierarchical Dirichlet process and its application to clustering homogeneous distributions, Bayesian Nonparametric Panel Markov-Switching GARCH Models, Beta-product dependent Pitman-Yor processes for Bayesian inference, Bayesian Nonparametric Sparse Vector Autoregressive Models, On Bayesian nonparametric modelling of two correlated distributions, Bayesian nonparametric sparse VAR models, A multivariate extension of a vector of two-parameter Poisson–Dirichlet processes
Cites Work
- Unnamed Item
- Unnamed Item
- Slice sampling mixture models
- On a class of Bayesian nonparametric estimates: I. Density estimates
- A Bayesian nonparametric study of a dynamic nonlinear model
- Chaos, fractals, and noise: Stochastic aspects of dynamics.
- A Bayesian nonparametric estimator of a multivariate survival function
- A Bayesian analysis of some nonparametric problems
- Bayesian dynamic modeling of latent trait distributions
- Kernel stick-breaking processes
- Gibbs Sampling Methods for Stick-Breaking Priors
- A Method for Combining Inference Across Related Nonparametric Bayesian Models
- Order-Based Dependent Dirichlet Processes