A Bayesian nonparametric spiked process prior for dynamic model selection

DOI10.1214/18-BA1116zbMath1416.62598OpenAlexW2886413304WikidataQ126510518 ScholiaQ126510518MaRDI QIDQ1738153

Weixuan Zhu, Alberto Cassese, Michele Guindani, Marina Vannucci

Publication date: 29 March 2019

Published in: Bayesian Analysis (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ba/1533866669

zbMATH Keywords

clusterspatio-temporal dataMarkov random fieldvariable selectionnonparametric BayesMarkov switching based model

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Applications of statistics to biology and medical sciences; meta analysis (62P10) Nonparametric estimation (62G05) Markov processes: hypothesis testing (62M02)

Related Items (5)

Asymptotics of certain conditionally identically distributed sequences ⋮ Bayesian Predictive Inference Without a Prior ⋮ Bayesian Modeling of Sequential Discoveries ⋮ A class of models for Bayesian predictive inference ⋮ A Bayesian nonparametric spiked process prior for dynamic model selection

Uses Software

• spBayes

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