On Recursive Bayesian Predictive Distributions

DOI10.1080/01621459.2017.1304219zbMath1402.62062arXiv1508.07448OpenAlexW2212641311MaRDI QIDQ4559693

P. Richard Hahn, Ryan Martin, Stephen G. Walker

Publication date: 4 December 2018

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1508.07448

zbMATH Keywords

predictioncopuladensity estimationrecursive estimationnonparametric Bayes

Mathematics Subject Classification ID

Density estimation (62G07) Bayesian problems; characterization of Bayes procedures (62C10)

Related Items

Asymptotics of certain conditionally identically distributed sequences, Bayesian Predictive Inference Without a Prior, Online learning for the Dirichlet process mixture model via weakly conjugate approximation, Revisiting consistency of a recursive estimator of mixing distributions, Kernel based Dirichlet sequences, A class of models for Bayesian predictive inference, Copula particle filters, A survey of nonparametric mixing density estimation via the predictive recursion algorithm, Valid inferential models for prediction in supervised learning problems, Sample Size Determination for Credibility Estimation

Uses Software

• DPpackage

Cites Work

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