Semiparametric inference in mixture models with predictive recursion marginal likelihood

DOI10.1093/biomet/asr030zbMath1231.62056arXiv1106.3352OpenAlexW2064952504MaRDI QIDQ3174188

Ryan Martin, Surya T. Tokdar

Publication date: 12 October 2011

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1106.3352

zbMATH Keywords

empirical Bayesmartingalemarginal likelihooddensity estimationmultiple testingprofile likelihoodDirichlet process mixturefiltering algorithmmixed effects model

Mathematics Subject Classification ID

Related Items (11)

A deconvolution path for mixtures ⋮ On Recursive Bayesian Predictive Distributions ⋮ A semiparametric scale-mixture regression model and predictive recursion maximum likelihood ⋮ Convergence rate for predictive recursion estimation of finite mixtures ⋮ Revisiting consistency of a recursive estimator of mixing distributions ⋮ A PRticle filter algorithm for nonparametric estimation of multivariate mixing distributions ⋮ A class of models for Bayesian predictive inference ⋮ An Approximate Bayesian Marginal Likelihood Approach for Estimating Finite Mixtures ⋮ A survey of nonparametric mixing density estimation via the predictive recursion algorithm ⋮ Asymptotically Optimal Nonparametric Empirical Bayes Via Predictive Recursion ⋮ Estimating a mixing distribution on the sphere using predictive recursion

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