Predictive inference with Fleming-Viot-driven dependent Dirichlet processes

DOI10.1214/20-BA1206zbMath1475.62229arXiv2001.09868OpenAlexW3022442161MaRDI QIDQ2057319

Yanyan Li

Publication date: 6 December 2021

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

Full work available at URL: https://arxiv.org/abs/2001.09868

zbMATH Keywords

hidden Markov modelChinese restaurant processpredictive distributionrandom partitiongeneralized Pólya urnconveyor belt

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05) Random measures (60G57)

Related Items (7)

Bayesian Modeling of Sequential Discoveries ⋮ Approximate filtering via discrete dual processes ⋮ Smoothing distributions for conditional Fleming-Viot and Dawson-Watanabe diffusions ⋮ Predictive inference with Fleming-Viot-driven dependent Dirichlet processes ⋮ The dependent Dirichlet process and related models ⋮ Ranked masses in two-parameter Fleming–Viot diffusions ⋮ A class of dependent Dirichlet processes via latent multinomial processes

Uses Software

• DualOptimalFiltering

Cites Work

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