Dynamic density estimation with diffusive Dirichlet mixtures

DOI10.3150/14-BEJ681zbMath1388.62099arXiv1410.2477OpenAlexW3103587541MaRDI QIDQ265276

Matteo Ruggiero, Ramsés H. Mena

Publication date: 1 April 2016

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1410.2477

zbMATH Keywords

hidden Markov modelDirichlet processdensity estimationnonparametric regressionWright-Fisher diffusionPitman-Yor process

Mathematics Subject Classification ID

Density estimation (62G07) Bayesian inference (62F15) Diffusion processes (60J60) Random measures (60G57)

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