Full Bayesian inference with hazard mixture models
نویسندگان
چکیده
منابع مشابه
Full Bayesian inference with hazard mixture models
Bayesian nonparametric inferential procedures based on Markov chain Monte Carlo marginal methods typically yield point estimates in the form of posterior expectations. Though very useful and easy to implement in a variety of statistical problems, these methods may suffer from some limitations if used to estimate non-linear functionals of the posterior distribution. The main goal is to develop a...
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متن کاملSupplemental Information: Streaming Variational Inference for Bayesian Nonparametric Mixture Models
where the inequality follows by Jensen’s inequality [1]. The approximation is tight when q̂(z1:n) and q̂(θ\k) approach Dirac measures. Eq. (6) is that of the standard mean field update for q̂(θk) [2]. Since the q(θk) distributions are unknown for all k, we could perform coordinate ascent and cycle through these updates for each of the θk given the other θ\k and q̂(z1:n). Conveniently, since the q̂(z...
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ژورنال
عنوان ژورنال: Computational Statistics & Data Analysis
سال: 2016
ISSN: 0167-9473
DOI: 10.1016/j.csda.2014.12.003