MCMC for normalized random measure mixture models

DOI10.1214/13-STS422zbMath1331.62138arXiv1310.0595OpenAlexW1971807270MaRDI QIDQ5965029

Stefano Favaro, Yee Whye Teh

Publication date: 2 March 2016

Published in: Statistical Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1310.0595

zbMATH Keywords

Bayesian nonparametricsDirichlet processcompletely random measurenormalized generalized Gamma processAlgorithm 8conditional samplerhierarchical mixture modelmarginalized samplerMCMC posterior sampling methodnormalized random measureslice sampling

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Nonparametric estimation (62G05) Bayesian inference (62F15) Random measures (60G57)

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Uses Software

• BNPdensity

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