Lu, Luo; Jiang, Hui; Wong, Wing H. - In: Journal of the American Statistical Association 108 (2013) 504, pp. 1402-1410
Consider a class of densities that are piecewise constant functions over partitions of the sample space defined by sequential coordinate partitioning. We introduce a prior distribution for a density in this function class and derive in closed form the marginal posterior distribution of the...