Using the gibbs sampler to simulate from the bayes estimate of a decreasing density

DOI10.1080/03610929508831483zbMath0825.62270OpenAlexW2005354445MaRDI QIDQ4843928

Lawrence J. Brunner

Publication date: 17 August 1995

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929508831483

zbMATH Keywords

Gibbs samplerdensity estimationmixture modelDirichlet process priordecreasing density

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

A Monte Carlo Markov chain algorithm for a class of mixture time series models

Cites Work

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• On a class of Bayesian nonparametric estimates: I. Density estimates
• Bayes methods for a symmetric unimodal density and its mode
• Estimation of a multivariate density
• A Bayesian analysis of some nonparametric problems
• Practical Markov Chain Monte Carlo
• Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
• Computations of Mixtures of Dirichlet Processes
• On Estimation of a Probability Density Function and Mode

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