Pages that link to "Item:Q761730"
From MaRDI portal
The following pages link to On a class of Bayesian nonparametric estimates: I. Density estimates (Q761730):
Displaying 50 items.
- Relatives of the Ewens sampling formula in Bayesian nonparametrics (Q1790310) (← links)
- Bayesian nonparametric modeling and the ubiquitous Ewens sampling formula (Q1790311) (← links)
- Bayesian ratemaking with common effects modeled by mixture of Pólya tree processes (Q1799639) (← links)
- A Bayesian multivariate probit for ordinal data with semiparametric random-effects (Q1800090) (← links)
- Posterior consistency of Dirichlet mixtures in density estimation (Q1807175) (← links)
- Nonparametric hierarchical Bayes via sequential imputations (Q1816964) (← links)
- Asymptotic behaviour of the predictive density in the exchangeable case (Q1817376) (← links)
- Entropies and rates of convergence for maximum likelihood and Bayes estimation for mixtures of normal densities. (Q1848903) (← links)
- Convergence rates for density estimation with Bernstein polynomials. (Q1848904) (← links)
- Strong consistency of nonparametric Bayes density estimation on compact metric spaces with applications to specific manifolds (Q1926003) (← links)
- A Bayesian nonparametric approach to modeling market share dynamics (Q1940749) (← links)
- Adaptive-modal Bayesian nonparametric regression (Q1950891) (← links)
- A vector of Dirichlet processes (Q1951103) (← links)
- Mean field inference for the Dirichlet process mixture model (Q1951990) (← links)
- Posterior rates of convergence for Dirichlet mixtures of exponential power densities (Q1952186) (← links)
- Identifiability of the proportion of null hypotheses in skew-mixture models for the \(p\)-value distribution (Q1952188) (← links)
- Sparse covariance estimation in heterogeneous samples (Q1952215) (← links)
- On posterior contraction of parameters and interpretability in Bayesian mixture modeling (Q1983595) (← links)
- Dirichlet process mixtures under affine transformations of the data (Q1995862) (← links)
- Approximating predictive probabilities of Gibbs-type priors (Q2023853) (← links)
- Multiscale stick-breaking mixture models (Q2029098) (← links)
- Bayesian test of normality versus a Dirichlet process mixture alternative (Q2040662) (← links)
- A survey of nonparametric mixing density estimation via the predictive recursion algorithm (Q2040663) (← links)
- Predictive inference with Fleming-Viot-driven dependent Dirichlet processes (Q2057319) (← links)
- A two-stage Bayesian semiparametric model for novelty detection with robust prior information (Q2058768) (← links)
- Thinned completely random measures with applications in competing risks models (Q2073231) (← links)
- The dependent Dirichlet process and related models (Q2075788) (← links)
- Transport distances on random vectors of measures: recent advances in Bayesian nonparametrics (Q2080164) (← links)
- Semiparametric Bayesian forecasting of spatiotemporal earthquake occurrences (Q2080719) (← links)
- Dirichlet process and its developments: a survey (Q2080929) (← links)
- Importance conditional sampling for Pitman-Yor mixtures (Q2141913) (← links)
- A general guide in Bayesian and robust Bayesian estimation using Dirichlet processes (Q2175220) (← links)
- On the inferential implications of decreasing weight structures in mixture models (Q2181543) (← links)
- Fast approximate inference for variable selection in Dirichlet process mixtures, with an application to pan-cancer proteomics (Q2195280) (← links)
- Sampling hierarchies of discrete random structures (Q2209723) (← links)
- Bayesian subgroup analysis in regression using mixture models (Q2242036) (← links)
- Fast dynamic nonparametric distribution tracking in electron microscopic data (Q2281199) (← links)
- A simple proof of Pitman-Yor's Chinese restaurant process from its stick-breaking representation (Q2283661) (← links)
- Determinantal point process mixtures via spectral density approach (Q2297238) (← links)
- Bayesian semiparametric double autoregressive modeling (Q2298423) (← links)
- Nonparametric estimation of probabilistic sensitivity measures (Q2302500) (← links)
- A Bayesian nonparametric model for upper record data (Q2310663) (← links)
- Low information omnibus (LIO) priors for Dirichlet process mixture models (Q2316979) (← links)
- Semiparametric multivariate and multiple change-point modeling (Q2316981) (← links)
- Bayesian nonparametric sparse VAR models (Q2323368) (← links)
- Bayesian nonparametric disclosure risk estimation via mixed effects log-linear models (Q2349591) (← links)
- A Bayesian semiparametric model for volatility with a leverage effect (Q2361227) (← links)
- Bayesian nonparametric clustering and association studies for candidate SNP observations (Q2374506) (← links)
- Estimation in Dirichlet random effects models (Q2380094) (← links)
- Normalized random measures driven by increasing additive processes (Q2388328) (← links)