Bayesian nonparametric inference for random distributions and related functions

被引：138
|
作者：
Walker, SG
Damien, P
Laud, PW
Smith, AFM
机构：
[1] Univ London Imperial Coll Sci Technol & Med, Dept Math, London SW7 2BZ, England
[2] Univ Michigan, Ann Arbor, MI 48109 USA
[3] Med Coll Wisconsin, Milwaukee, WI 53226 USA
[4] Queen Mary Univ London, London E1 4NS, England
来源：
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY | 1999年 / 61卷
关键词：
Dirichlet process; exchangeability; Levy process; neutral to the right process; Polya tree; survival model;
D O I：
10.1111/1467-9868.00190
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
In recent years, Bayesian nonparametric inference, both theoretical and computational, has witnessed considerable advances. However, these advances have not received a full critical and comparative analysis of their scope, impact and limitations in statistical modelling; many aspects of the theory and methods remain a mystery to practitioners and many open questions remain. In this paper, we discuss and illustrate the rich modelling and analytic possibilities that are available to the statistician within the Bayesian nonparametric and/or semiparametric framework.
引用
收藏
页码：485 / 527
页数：43
相关论文
共 50 条
  • [1] Approximation of laws of random probabilities by mixtures of Dirichlet distributions with applications to nonparametric Bayesian inference
    Regazzini, E
    Sazonov, VV
    [J]. THEORY OF PROBABILITY AND ITS APPLICATIONS, 2000, 45 (01) : 93 - 110
  • [2] On nonparametric Bayesian inference for the distribution of a random sample
    Gelfand, AE
    Mukhopadhyay, S
    [J]. CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE, 1995, 23 (04): : 411 - 420
  • [3] Bayesian nonparametric inference for unimodal skew-symmetric distributions
    A. Ghalamfarsa Mostofi
    M. Kharrati-Kopaei
    [J]. Statistical Papers, 2012, 53 : 821 - 832
  • [4] Bayesian Probabilistic Inference of Nonparametric Distance Distributions in DEER Spectroscopy
    Sweger, Sarah R.
    Cheung, Julian C.
    Zha, Lukas
    Pribitzer, Stephan
    Stoll, Stefan
    [J]. Journal of Physical Chemistry A, 2024, 128 (41): : 9071 - 9081
  • [5] Bayesian nonparametric inference for unimodal skew-symmetric distributions
    Mostofi, A. Ghalamfarsa
    Kharrati-Kopaei, M.
    [J]. STATISTICAL PAPERS, 2012, 53 (04) : 821 - 832
  • [6] Nonparametric Bayesian inference for the spectral density function of a random field
    Zheng, Yanbing
    Zhu, Jun
    Roy, Anindya
    [J]. BIOMETRIKA, 2010, 97 (01) : 238 - 245
  • [7] A nonparametric Bayesian model for inference in related longitudinal studies
    Müller, P
    Rosner, GL
    De Iorio, M
    MacEachern, S
    [J]. JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES C-APPLIED STATISTICS, 2005, 54 : 611 - 626
  • [8] Bayesian nonparametric generative models for causal inference with missing at random covariates
    Roy, Jason
    Lum, Kirsten J.
    Zeldow, Bret
    Dworkin, Jordan D.
    Re, Vincent Lo
    Daniels, Michael J.
    [J]. BIOMETRICS, 2018, 74 (04) : 1193 - 1202
  • [9] CENTER-ADJUSTED INFERENCE FOR A NONPARAMETRIC BAYESIAN RANDOM EFFECT DISTRIBUTION
    Li, Yisheng
    Mueller, Peter
    Lin, Xihong
    [J]. STATISTICA SINICA, 2011, 21 (03) : 1201 - 1223
  • [10] Discrete random probability measures: a general framework for nonparametric Bayesian inference
    Ongaro, A
    Cattaneo, C
    [J]. STATISTICS & PROBABILITY LETTERS, 2004, 67 (01) : 33 - 45
12345