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A class of nonparametric hierarchical mixtures is considered for Bayesian density estimation. This class, namely mixtures of parametric densities on the positive reals with a normalized generalized gamma process as mixing measure, is very flexible in the detection of clusters in the data. With...
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We consider the following signaling game. Nature plays first from the set {1,2}. Player 1 (the Sender) sees this and plays from the set {A,B}. Player 2 (the Receiver) sees only Player 1's play and plays from the set {1,2}. Both players win if Player 2's play equals Nature's play and...
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Abstract We apply the banded matrix inversion theorem given by Kavcic and Moura [IEEE Trans. Inf. Theory 46: 1495–1509, 2000] to symmetric Toeplitz matrices. If the inverse is banded with bandwidth smaller than its size, there is a gain in arithmetic complexity compared to the current methods...
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The distribution function of the mean of a Dirichlet process was found by Cifarelli and Regazzini (1990), through a procedure based on the use of the generalized Stieltjes transform, whose expression was explicitly found at the cost of complex analytic calculations. Here a simpler and more...
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We show how to approximate de Finetti's measure of a partially exchangeable sequence by a mixture of products of Dirichlet measures, explicitly built once the approximation error has been fixed. These results are used to give a general method for the elicitation of prior distributions...
Persistent link: https://www.econbiz.de/10005211804