Slice sampling mixture models

DOI10.1007/s11222-009-9150-yzbMath1256.65006OpenAlexW2118942461MaRDI QIDQ692954

Maria Kalli, Jim E. Griffin, Stephen G. Walker

Publication date: 6 December 2012

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

Full work available at URL: https://doi.org/10.1007/s11222-009-9150-y

zbMATH Keywords

numerical examples Markov chain Monte Carlo Dirichlet process density estimation mixture model hazard function estimation normalized weights slice sampler

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Gaussian processes (60G15) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)

Related Items

Mixture models with decreasing weights, Bayesian Nonparametric Modeling of Conditional Multidimensional Dependence Structures, Gibbs Sampling for Mixtures in Order of Appearance: The Ordered Allocation Sampler, Dynamic density estimation with diffusive Dirichlet mixtures, Modeling with a large class of unimodal multivariate distributions, A fully nonparametric modeling approach to binary regression, Tractable Bayesian density regression via logit stick-breaking priors, Bayesian nonparametric location-scale-shape mixtures, A blocked Gibbs sampler for NGG-mixture models via a priori truncation, Bayesian cluster analysis: point estimation and credible balls (with discussion), An adaptive truncation method for inference in Bayesian nonparametric models, Importance conditional sampling for Pitman-Yor mixtures, A semi-parametric Bayesian approach for detection of gene expression heterosis with RNA-seq data, A Common Atoms Model for the Bayesian Nonparametric Analysis of Nested Data, Bayesian nonparametric estimation of targeted agent effects on biomarker change to predict clinical outcome, A Nonparametric Model for Stationary Time Series, Mixture Models With a Prior on the Number of Components, An optimal data ordering scheme for Dirichlet process mixture models, Random density functions with common atoms and pairwise dependence, A Bayesian non-parametric approach to asymmetric dynamic conditional correlation model with application to portfolio selection, Computational challenges and temporal dependence in Bayesian nonparametric models, Nonparametric Bayesian modeling for monotonicity in catch ratio, A Bayesian semiparametric factor analysis model for subtype identification, On the inferential implications of decreasing weight structures in mixture models, Dirichlet process mixture models for insurance loss data, A scalable Bayesian nonparametric model for large spatio-temporal data, Bayesian inference with misspecified models, Bayesian nonparametric multivariate ordinal regression, From here to infinity: sparse finite versus Dirichlet process mixtures in model-based clustering, A Bayesian nonparametric testing procedure for paired samples, Bayesian nonparametric Plackett-Luce models for the analysis of preferences for college degree programmes, Univariate Bayesian nonparametric mixture modeling with unimodal kernels, Full uncertainty analysis for Bayesian nonparametric mixture models, A unified construction for series representations and finite approximations of completely random measures, Online learning for the Dirichlet process mixture model via weakly conjugate approximation, On a Dirichlet process mixture representation of phase-type distributions, Discussion of ``Sampling schemes for generalized DP random effects models, Bayesian Nonparametric Panel Markov-Switching GARCH Models, Dependent mixtures of Dirichlet processes, A semi-parametric Bayesian approach for differential expression analysis of RNA-seq data, Bayesian nonparametric regression with varying residual density, Bayesian nonparametric mixed random utility models, Adaptive-modal Bayesian nonparametric regression, Nonparametric Bayes classification and hypothesis testing on manifolds, Dirichlet process mixture models for unsupervised clustering of symptoms in Parkinson's disease, Bayesian semiparametric multivariate GARCH modeling, A Flexible Bayesian Nonparametric Model for Predicting Future Insurance Claims, Beta-product dependent Pitman-Yor processes for Bayesian inference, An elementary derivation of the Chinese restaurant process from Sethuraman's stick-breaking process, Bayesian nonparametric inference for a multivariate copula function, Hierarchical species sampling models, Infinite mixtures of infinite factor analysers, Bayesian predictive inference under a Dirichlet process with sensitivity to the normal baseline, A Bayesian nonparametric causal model, Posterior asymptotics in Wasserstein metrics on the real line, Theory and computations for the Dirichlet process and related models: an overview, A Bayesian semiparametric vector multiplicative error model, Bayesian Modeling of Temporal Dependence in Large Sparse Contingency Tables, Bayesian nonparametrics for directional statistics, Multivariate dependence analysis via tree copula models: an application to one-year forward energy contracts, Bayesian mode regression using mixtures of triangular densities, Posteriors, conjugacy, and exponential families for completely random measures, Bayesian registration of functions and curves, Incorporating marginal prior information in latent class models, Sequential Monte Carlo methods for mixtures with normalized random measures with independent increments priors, Series representations for multivariate time-changed Lévy models, Classification via Bayesian Nonparametric Learning of Affine Subspaces, A Bayesian nonparametric study of a dynamic nonlinear model, Geometric stick-breaking processes for continuous-time Bayesian nonparametric modeling, Comparing Distributions by using Dependent Normalized Random-Measure Mixtures, Sequentially allocated merge-split samplers for conjugate Bayesian nonparametric models, Multiscale stick-breaking mixture models, Modeling for Dynamic Ordinal Regression Relationships: An Application to Estimating Maturity of Rockfish in California, Generalized mixtures of finite mixtures and telescoping sampling, Bayesian regression with heteroscedastic error density and parametric mean function, Spatial Boundary Detection for Areal Counts, On a class of \(\sigma \)-stable Poisson-Kingman models and an effective marginalized sampler, Bayesian semiparametric modeling of realized covariance matrices, MCMC for normalized random measure mixture models, Bayesian Nonparametric Calibration and Combination of Predictive Distributions, Bayesian clustering of replicated time-course gene expression data with weak signals, A review of uncertainty quantification for density estimation, Empirical priors and posterior concentration rates for a monotone density, Nonparametric estimation of probabilistic sensitivity measures, Bayesian nonparametric estimation of a copula, Bayesian deconvolution and quantification of metabolites from \(J\)-resolved NMR spectroscopy, A Bayesian Nonparametric Regression Model With Normalized Weights: A Study of Hippocampal Atrophy in Alzheimer’s Disease, Enriched Stick-Breaking Processes for Functional Data, A two-stage Bayesian semiparametric model for novelty detection with robust prior information, Nonnegative Bayesian nonparametric factor models with completely random measures, Bayesian Nonparametric Modeling for Multivariate Ordinal Regression, A Bayesian nonparametric multiple testing procedure for comparing several treatments against a control, Truncated simulation and inference in edge-exchangeable networks, Bayesian nonparametric sparse VAR models, Auxiliary variables for Bayesian inference in multi-class queueing networks, A Bayesian nonparametric model and its application in insurance loss prediction, Bayesian shape-constrained density estimation, Unnamed Item, A multivariate extension of a vector of two-parameter Poisson–Dirichlet processes, Bayesian semiparametric multivariate stochastic volatility with application, Is infinity that far? A Bayesian nonparametric perspective of finite mixture models, Sampling from Dirichlet process mixture models with unknown concentration parameter: mixing issues in large data implementations

Cites Work