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In recent years the Dirichlet process prior has experienced a great success in the context of Bayesian mixture modelling. The idea of overcoming discreteness of its realizations by exploiting it in hierarchical models, combined with the development of suitable sampling techniques, represent one...
Persistent link: https://www.econbiz.de/10005077206
A Bayesian nonparametric methodology has been recently proposed in order to deal with the issue of prediction within species sampling problems. Such problems concern the evaluation, conditional on a sample of size n, of the species variety featured by an additional sample of size m. Genomic...
Persistent link: https://www.econbiz.de/10008518906
Semiparametric Bayesian models are nowadays a popular tool in survival analysis. An important area of research concerns the investigation of frequentist properties of these models. In this paper, a Bernstein-von Mises theorem is derived for semiparametric Bayesian models of competing risks data....
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This paper develops nonparametric estimation for discrete choice models based on the Mixed Multinomial Logit (MMNL) model. It has been shown that MMNL models encompass all discrete choice models derived under the assumption of random utility maximization, subject to the identification of an...
Persistent link: https://www.econbiz.de/10004980490
A random distribution function on the positive real line which belongs to the class of neutral to the right priors is defined. It corresponds to the superposition of independent beta processes at the cumulative hazard level. The definition is constructive and starts with a discrete time process...
Persistent link: https://www.econbiz.de/10008518909
Most of the Bayesian nonparametric models for non-exchangeable data that are used in applications are based on some extension to the multivariate setting of the Dirichlet process, the best known being MacEachern’s dependent Dirichlet process. A comparison of two recently introduced classes of...
Persistent link: https://www.econbiz.de/10011056550
The past decade has seen a remarkable development in the area of Bayesian nonparametric inference both from a theoretical and applied perspective. As for the latter, the celebrated Dirichlet process has been successfully exploited within Bayesian mixture models leading to many interesting...
Persistent link: https://www.econbiz.de/10005135386