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文章基本信息

  • 标题:Posterior sampling from $\varepsilon$-approximation of normalized completely random measure mixtures
  • 本地全文:下载
  • 作者:Raffaele Argiento ; Ilaria Bianchini ; Alessandra Guglielmi
  • 期刊名称:Electronic Journal of Statistics
  • 印刷版ISSN:1935-7524
  • 出版年度:2016
  • 卷号:10
  • 期号:2
  • 页码:3516-3547
  • DOI:10.1214/16-EJS1168
  • 语种:English
  • 出版社:Institute of Mathematical Statistics
  • 摘要:This paper adopts a Bayesian nonparametric mixture model where the mixing distribution belongs to the wide class of normalized homogeneous completely random measures. We propose a truncation method for the mixing distribution by discarding the weights of the unnormalized measure smaller than a threshold. We prove convergence in law of our approximation, provide some theoretical properties, and characterize its posterior distribution so that a blocked Gibbs sampler is devised.
  • 关键词:Bayesian nonparametric mixture models;nor malized completely random measures;blocked Gibbs sampler;finite dimen sional approximation.
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