Pages that link to "Item:Q5754929"
From MaRDI portal
The following pages link to Order-Based Dependent Dirichlet Processes (Q5754929):
Displaying 50 items.
- Calibrating covariate informed product partition models (Q65541) (← links)
- Dynamic density estimation with diffusive Dirichlet mixtures (Q265276) (← links)
- A fully nonparametric modeling approach to binary regression (Q273642) (← links)
- Smoothly mixing regressions (Q277172) (← links)
- Scalable Bayesian nonparametric regression via a Plackett-Luce model for conditional ranks (Q309544) (← links)
- Innovation, growth and aggregate volatility from a Bayesian nonparametric perspective (Q309573) (← links)
- Posterior consistency in conditional distribution estimation (Q391574) (← links)
- On the stick-breaking representation of \(\sigma\)-stable Poisson-Kingman models (Q405323) (← links)
- Selecting the precision parameter prior in Dirichlet process mixture models (Q419318) (← links)
- A tutorial on Bayesian nonparametric models (Q423105) (← links)
- Nonparametric survival regression using the beta-Stacy process (Q447636) (← links)
- Similarity analysis in Bayesian random partition models (Q452533) (← links)
- Beta-product dependent Pitman-Yor processes for Bayesian inference (Q469570) (← links)
- Joint modeling of multiple time series via the beta process with application to motion capture segmentation (Q483980) (← links)
- Theory and computations for the Dirichlet process and related models: an overview (Q505261) (← links)
- Spatial product partition models (Q516459) (← links)
- Robust identification of highly persistent interest rate regimes (Q518607) (← links)
- Bayesian modeling of joint and conditional distributions (Q527950) (← links)
- Bayesian semiparametric inference for multivariate doubly-interval-censored data (Q542983) (← links)
- Geometric stick-breaking processes for continuous-time Bayesian nonparametric modeling (Q546107) (← links)
- A Monte Carlo Markov chain algorithm for a class of mixture time series models (Q692950) (← links)
- Nonparametric Bayesian models for a spatial covariance (Q713948) (← links)
- Uncertainty propagation using infinite mixture of gaussian processes and variational Bayesian inference (Q729001) (← links)
- Bayesian semiparametric stochastic volatility modeling (Q736526) (← links)
- Stick-breaking autoregressive processes (Q737918) (← links)
- Multivariate Bayesian semiparametric models for authentication of food and beverages (Q765978) (← links)
- Bayesian mixture modeling for multivariate conditional distributions (Q777852) (← links)
- A Bayesian nonparametric model and its application in insurance loss prediction (Q784420) (← links)
- Tractable Bayesian density regression via logit stick-breaking priors (Q826968) (← links)
- Dependent mixtures of Dirichlet processes (Q901590) (← links)
- The local Dirichlet process (Q907085) (← links)
- Nonparametric spatial models for extremes: application to extreme temperature data (Q907383) (← links)
- A latent factor model for spatial data with informative missingness (Q977647) (← links)
- Random partition models with regression on covariates (Q984631) (← links)
- A Dirichlet process mixture of hidden Markov models for protein structure prediction (Q993267) (← links)
- A nonparametric dependent process for Bayesian regression (Q1012114) (← links)
- Bayesian nonparametric binary regression via random tessellations (Q1036741) (← links)
- Analysis of space-time relational data with application to legislative voting (Q1615138) (← links)
- Bayesian cluster analysis: point estimation and credible balls (with discussion) (Q1631564) (← links)
- Bayesian temporal density estimation with autoregressive species sampling models (Q1657858) (← links)
- Random density functions with common atoms and pairwise dependence (Q1659083) (← links)
- A time dependent Bayesian nonparametric model for air quality analysis (Q1659491) (← links)
- Dependent mixtures of geometric weights priors (Q1662082) (← links)
- Bayesian nonparametric estimation of test equating functions with covariates (Q1663271) (← links)
- An elementary derivation of the Chinese restaurant process from Sethuraman's stick-breaking process (Q1726853) (← links)
- Hierarchical evolving Dirichlet processes for modeling nonlinear evolutionary traces in temporal data (Q1741291) (← 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)
- Building hyper Dirichlet processes for graphical models (Q1951978) (← links)
