Sequentially allocated merge-split samplers for conjugate Bayesian nonparametric models

DOI10.1080/00949655.2021.1998502OpenAlexW3212048807MaRDI QIDQ5083329

Spencer Newcomb, David B. Dahl

Publication date: 22 June 2022

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2021.1998502

zbMATH Keywords

Markov chain Monte CarloDirichlet processGibbs samplerMetropolis-Hastings algorithmrandom partitionsPitman-Yor process

Mathematics Subject Classification ID

Statistics (62-XX)

Uses Software

• BayesDA
• shallot

Cites Work

• Unnamed Item
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• Bayesian Density Estimation and Inference Using Mixtures
• Equation of State Calculations by Fast Computing Machines
• Monte Carlo sampling methods using Markov chains and their applications
• MCMC for normalized random measure mixture models
• Splitting and merging components of a nonconjugate Dirichlet process mixture model

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