Adaptive Bayesian Density Estimation in Lp-metrics with Pitman-Yor or Normalized Inverse-Gaussian Process Kernel Mixtures
نویسندگان
چکیده
منابع مشابه
Adaptive Bayesian density estimation using Pitman-Yor or normalized inverse-Gaussian process kernel mixtures
We consider Bayesian nonparametric density estimation using a Pitman-Yor or a normalized inverse-Gaussian process kernel mixture as the prior distribution for a density. The procedure is studied from a frequentist perspective. Using the stick-breaking representation of the Pitman-Yor process or the expression of the finite-dimensional distributions for the normalized-inverse Gaussian process, w...
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ژورنال
عنوان ژورنال: Bayesian Analysis
سال: 2014
ISSN: 1936-0975
DOI: 10.1214/14-ba863