Sequential Monte Carlo methods for mixtures with normalized random measures with independent increments priors (Q517389)

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scientific article; zbMATH DE number 6696856
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Sequential Monte Carlo methods for mixtures with normalized random measures with independent increments priors
scientific article; zbMATH DE number 6696856

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    Sequential Monte Carlo methods for mixtures with normalized random measures with independent increments priors (English)
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    23 March 2017
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    Bayesian nonparametrics
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    Dirichlet process
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    normalized generalized gamma process
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    nonparametric stochastic volatility
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    slice sampling
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    particle Gibbs sampling
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