Importance conditional sampling for Pitman-Yor mixtures (Q2141913)

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Language	Label	Description	Also known as
English	Importance conditional sampling for Pitman-Yor mixtures	scientific article

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instance of

scholarly article

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title

Importance conditional sampling for Pitman-Yor mixtures (English)

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Statistics and Computing

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publication date

25 May 2022

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full work available at URL

https://arxiv.org/abs/1906.08147

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zbMATH Keywords

Bayesian nonparametrics

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dependent Dirichlet process

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importance conditional sampling

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nonparametric mixtures

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Pitman-Yor process

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sampling-importance resampling

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describes a project that uses

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MaRDI publication profile

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cites work

Stochastic approximations to the Pitman-Yor process

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Full Bayesian inference with hazard mixture models

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Posterior sampling from \(\epsilon\)-approximation of normalized completely random measure mixtures

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Modeling with normalized random measure mixture models

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Ferguson distributions via Polya urn schemes

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Robustifying Bayesian nonparametric mixtures for count data

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Random variate generation for exponentially and polynomially tilted stable distributions

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Bayesian Density Estimation and Inference Using Mixtures

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MCMC for normalized random measure mixture models

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A Bayesian analysis of some nonparametric problems

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Handbook of Mixture Analysis

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Contemporary Bayesian Econometrics and Statistics

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Comparing Distributions by using Dependent Normalized Random-Measure Mixtures

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Efficiently sampling nested Archimedean copulas

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Gibbs Sampling Methods for Stick-Breaking Priors

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Exact and approximate sum representations for the Dirichlet process

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Slice sampling mixture models

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Bayesian nonparametric analysis for a generalized Dirichlet process prior

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Hierarchical Mixture Modeling With Normalized Inverse-Gaussian Priors

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Controlling the Reinforcement in Bayesian Non-Parametric Mixture Models

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Bayesian inference with dependent normalized completely random measures

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Dependent mixture models: clustering and borrowing information

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On a class of Bayesian nonparametric estimates: I. Density estimates

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On a class of \(\sigma \)-stable Poisson-Kingman models and an effective marginalized sampler

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Estimating normal means with a conjugate style dirichlet process prior

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Approximating distributions of random functionals of Ferguson-Dirichlet priors

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Bayesian curve fitting using multivariate normal mixtures

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Normalized random measures driven by increasing additive processes

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A bivariate beta distribution.

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Retrospective Markov chain Monte Carlo methods for Dirichlet process hierarchical models

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Size-biased sampling of Poisson point processes and excursions

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Exchangeable and partially exchangeable random partitions

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The two-parameter Poisson-Dirichlet distribution derived from a stable subordinator

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Mixture modeling for marked Poisson processes

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Sampling the Dirichlet Mixture Model with Slices

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Identifiers

zbMATH Open document ID

1486.62002

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DOI

10.1007/s11222-022-10096-0

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:2141913