Posterior sampling from truncated Ferguson-Klass representation of normalised completely random measure mixtures
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- Omiros Papaspiliopoulos & Gareth O. Roberts, 2008. "Retrospective Markov chain Monte Carlo methods for Dirichlet process hierarchical models," Biometrika, Biometrika Trust, vol. 95(1), pages 169-186.
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More about this item
Keywords
Bayesian nonparametric statistics; completely random measures; blocked Gibbs sampler; approximate inference; generalised gamma process;All these keywords.
JEL classification:
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2024-09-23 (Econometrics)
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