On Bayesian nonparametric modelling of two correlated distributions

DOI10.1007/s11222-011-9283-7zbMath1322.62105OpenAlexW2154019727MaRDI QIDQ746245

M. Kolossiatis, Jim E. Griffin, Mark F. J. Steel

Publication date: 16 October 2015

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

Full work available at URL: http://wrap.warwick.ac.uk/35119/1/WRAP_Kolossiatis_10-22w.pdf

zbMATH Keywords

Markov chain Monte Carlodependent Dirichlet processnormalised random measuresPólya-urn schemesplit-merge move

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Measures of association (correlation, canonical correlation, etc.) (62H20) Bayesian inference (62F15) Random measures (60G57)

Related Items (9)

Random density functions with common atoms and pairwise dependence ⋮ Dependent mixtures of geometric weights priors ⋮ Bayesian inference with dependent normalized completely random measures ⋮ Beta-product dependent Pitman-Yor processes for Bayesian inference ⋮ Series representations for multivariate time-changed Lévy models ⋮ Comparing Distributions by using Dependent Normalized Random-Measure Mixtures ⋮ Correcting statistical models via empirical distribution functions ⋮ The dependent Dirichlet process and related models ⋮ A multivariate extension of a vector of two-parameter Poisson–Dirichlet processes

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