A New Bayesian Nonparametric Mixture Model

A nonparametric dependent process for Bayesian regression

“…ω l = λ(1 − λ) l−1 . In Fuentes-García et al (2008) this model was shown to be perfectly adequate and comparable with models like the mixture of Dirichlet process for density estimation purposes. That model can be written instructively in hierarchical form as…”

“…The distribution of u, which generates the random A, is given by p(u) = k I(u < ω k ); see Walker (2007). However, two key points were noted in Fuentes- García et al (2008); the first is that it would be useful to have A to be always of the type A = {1, . .…”

“…In this paper, we will contribute to the problem of Bayesian nonparametric regression based on a recent idea due to Fuentes-García et al (2008). In Section 2 we review the model of Fuentes-García et al (2008) and the dependent and regression version is described in Section 3.…”

“…In Section 2 we review the model of Fuentes-García et al (2008) and the dependent and regression version is described in Section 3. Section 4 applies the proposed approach to simulated and real data sets.…”

An optimal data ordering scheme for Dirichlet process mixture models

“…The idea now, as in [9] and [10], is to marginalize over the weights and locations, to obtain the conditional…”