Pages that link to "Item:Q469570"
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The following pages link to Beta-product dependent Pitman-Yor processes for Bayesian inference (Q469570):
Displaying 26 items.
- A Dirichlet process functional approach to heteroscedastic-consistent covariance estimation (Q324685) (← links)
- Reinforced urn processes for credit risk models (Q473338) (← links)
- Sequential Monte Carlo methods for mixtures with normalized random measures with independent increments priors (Q517389) (← links)
- A Bayesian nonparametric approach for time series clustering (Q899011) (← links)
- Dependent mixture models: clustering and borrowing information (Q1621321) (← links)
- Discussion of ``Nonparametric Bayesian inference in applications'': Bayesian nonparametric methods in econometrics (Q1663604) (← links)
- Uncertainty through the lenses of a mixed-frequency Bayesian panel Markov-switching model (Q1728672) (← links)
- Structural changes in large economic datasets: a nonparametric homogeneity test (Q1730159) (← links)
- Bayesian inference and prediction of a multiple-change-point panel model with nonparametric priors (Q1740349) (← links)
- Inference in Bayesian additive vector autoregressive tree models (Q2135338) (← links)
- Bayesian nonparametric learning of how skill is distributed across the mutual fund industry (Q2155311) (← links)
- Hierarchical species sampling models (Q2226710) (← links)
- A simple proof of Pitman-Yor's Chinese restaurant process from its stick-breaking representation (Q2283661) (← links)
- Stochastic approximations to the Pitman-Yor process (Q2290710) (← links)
- Bayesian nonparametric sparse VAR models (Q2323368) (← links)
- A Bayesian non-parametric dynamic AR model for multiple time series analysis (Q2817314) (← links)
- Modeling for Dynamic Ordinal Regression Relationships: An Application to Estimating Maturity of Rockfish in California (Q4690928) (← links)
- Bayesian Nonparametric Calibration and Combination of Predictive Distributions (Q4962434) (← links)
- A multivariate extension of a vector of two-parameter Poisson–Dirichlet processes (Q5256279) (← links)
- A survey of product posterior distributions (Q5350183) (← links)
- Bayesian semiparametric modeling of realized covariance matrices (Q5964748) (← links)
- Bayesian Nonparametric Panel Markov-Switching GARCH Models (Q6150355) (← links)
- Bayesian nonparametric mixture modeling for temporal dynamics of gender stereotypes (Q6179126) (← links)
- Truncated two-parameter Poisson-Dirichlet approximation for Pitman-Yor process hierarchical models (Q6536917) (← links)
- A Bayesian Markov-Switching Correlation Model for Contagion Analysis on Exchange Rate Markets (Q6623167) (← links)
- A dynamic latent-space model for asset clustering (Q6645246) (← links)
