Posterior sampling from \(\epsilon\)-approximation of normalized completely random measure mixtures

DOI10.1214/16-EJS1168zbMath1358.62034arXiv1507.04528OpenAlexW2553818082MaRDI QIDQ502819

Ilaria Bianchini, Alessandra Guglielmi, Raffaele Argiento

Publication date: 11 January 2017

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1507.04528

zbMATH Keywords

Dirichlet processblocked Gibbs samplerBayesian nonparametric mixture modelsfinite dimensional approximationnormalized completely random measures

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Nonparametric estimation (62G05) Bayesian inference (62F15) Random measures (60G57)

Related Items (9)

Importance conditional sampling for Pitman-Yor mixtures ⋮ Fast Search and Estimation of Bayesian Nonparametric Mixture Models Using a Classification Annealing EM Algorithm ⋮ Computational challenges and temporal dependence in Bayesian nonparametric models ⋮ MCMC Computations for Bayesian Mixture Models Using Repulsive Point Processes ⋮ A unified construction for series representations and finite approximations of completely random measures ⋮ Capture-Recapture Models with Heterogeneous Temporary Emigration ⋮ On quasi-infinitely divisible random measures ⋮ Hierarchical Normalized Completely Random Measures to Cluster Grouped Data ⋮ A review of uncertainty quantification for density estimation

Uses Software

• R
• DPpackage

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