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On the Bayesian analysis of species sampling mixture models for density estimation
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Griffin, Jim E. (2006) On the Bayesian analysis of species sampling mixture models for density estimation. Working Paper. Coventry: University of Warwick. Centre for Research in Statistical Methodology. Working papers, Vol.2006 (No.13).
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Official URL: http://www2.warwick.ac.uk/fac/sci/statistics/crism...
Abstract
The mixture of normals model has been extensively applied to density estimation problems.
This paper proposes an alternative parameterisation that naturally leads to new forms
of prior distribution. The parameters can be interpreted as the location, scale and smoothness
of the density. Priors on these parameters are often easier to specify. Alternatively, improper
and default choices lead to automatic Bayesian density estimation. The ideas are extended to
multivariate density estimation.
Item Type: | Working or Discussion Paper (Working Paper) | ||||
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Subjects: | Q Science > QA Mathematics | ||||
Divisions: | Faculty of Science, Engineering and Medicine > Science > Statistics | ||||
Library of Congress Subject Headings (LCSH): | Mixture distributions (Probability theory) | ||||
Series Name: | Working papers | ||||
Publisher: | University of Warwick. Centre for Research in Statistical Methodology | ||||
Place of Publication: | Coventry | ||||
Official Date: | 2006 | ||||
Dates: |
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Volume: | Vol.2006 | ||||
Number: | No.13 | ||||
Number of Pages: | 21 | ||||
Status: | Not Peer Reviewed | ||||
Access rights to Published version: | Open Access (Creative Commons) | ||||
Date of first compliant deposit: | 1 August 2016 | ||||
Date of first compliant Open Access: | 1 August 2016 |
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