Nonparametric hierarchical Bayes via sequential imputations

DOI10.1214/aos/1032526949zbMath0880.62038OpenAlexW2065246942MaRDI QIDQ1816964

Jun S. Liu

Publication date: 5 February 1998

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1032526949

zbMATH Keywords

sensitivity analysisimportance samplingDirichlet processGibbs samplermaximum likelihood estimateempirical Bayes estimationPolya urnindirect binomial datalog-likelihood surface

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Monte Carlo methods (65C05) Empirical decision procedures; empirical Bayes procedures (62C12) Probabilistic methods, stochastic differential equations (65C99)

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