Sequential Monte Carlo methods for mixtures with normalized random measures with independent increments priors

DOI10.1007/s11222-015-9612-3zbMath1505.62168OpenAlexW2248957726MaRDI QIDQ517389

Jim E. Griffin

Publication date: 23 March 2017

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11222-015-9612-3

zbMATH Keywords

Bayesian nonparametricsDirichlet processnormalized generalized gamma processslice samplingparticle Gibbs samplingnonparametric stochastic volatility

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric estimation (62G05) Bayesian inference (62F15) Numerical analysis or methods applied to Markov chains (65C40) Random measures (60G57)

Related Items (5)

An Invitation to Sequential Monte Carlo Samplers ⋮ A unified construction for series representations and finite approximations of completely random measures ⋮ Hamiltonian sequential Monte Carlo with application to consumer choice behavior ⋮ ParticleMDI: particle Monte Carlo methods for the cluster analysis of multiple datasets with applications to cancer subtype identification ⋮ Bayesian test of normality versus a Dirichlet process mixture alternative

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