The Pitman-Yor multinomial process for mixture modelling

DOI10.1093/BIOMET/ASAA030MaRDI QIDQ5145703zbMATH OpenOpenAlexFDO

Authors A. Lijoi, I. Prünster, Tommaso Rigon

Publication date 21 January 2021

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/biomet/asaa030

zbMATH Keywords

Bayesian nonparametric inferenceconvex mixture regressionexchangeable random partitionPitman-Yor processratio-stable distributionspecies sampling model

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Classification and discrimination; cluster analysis (statistical aspects) (62H30) General nonlinear regression (62J02) Applications of statistics to biology and medical sciences; meta analysis (62P10)

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Cited in

(20)

• Importance conditional sampling for Pitman-Yor mixtures
• Extended Bernstein prior via reinforced urn processes
• Infinite mixtures of multivariate normal-inverse Gaussian distributions for clustering of skewed data
• Inconsistency of Pitman-Yor process mixtures for the number of components
• Nonparametric Bayesian topic modelling with the hierarchical Pitman-Yor processes
• A new Bayesian nonparametric mixture model
• Generalized Pólya urn for time-varying Pitman-Yor processes
• On a class of \(\sigma \)-stable Poisson-Kingman models and an effective marginalized sampler
• Spying on the prior of the number of data clusters and the partition distribution in Bayesian cluster analysis
• Dynamic mixed models with heterogeneous covariance components using multivariate GARCH innovations and the Dirichlet process mixture
• On quasi-infinitely divisible random measures
• Bayesian Modeling of Sequential Discoveries
• Gibbs Sampling for Mixtures in Order of Appearance: The Ordered Allocation Sampler
• Bayesian mixture models (in)consistency for the number of clusters
• Model-based clustering of time-dependent observations with common structural changes
• Enriched Pitman-Yor processes
• Inference for Bayesian nonparametric models with binary response data via permutation counting
• Independent finite approximations for Bayesian nonparametric inference
• A finite-infinite shared atoms nested model for the Bayesian analysis of large grouped data sets
• Robust probabilistic inference via a constrained transport metric (with discussion)

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