This paper is concerned with the construction of a continuous parameter sequence of random probability measures and its application for modeling random phenomena evolving in continuous time. At each time point we have a random probability measurewhich is generated by a Bayesian nonparametric...

Scale mixtures of uniform distributions are used to model non-normal data in both univariate and multivariate settings. In addition to providing greater modelling flexibility, the use of scale mixtures of uniforms also results in straightforward computational strategies, particularly in a...