Bayesian Density Estimation and Inference Using Mixtures

@article{citeulike:2651861, abstract = {We describe and illustrate Bayesian inference in models for density estimation using mixtures of Dirichlet processes. These models provide natural settings for density estimation, and are exemplified by special cases where data are modelled as a sample from mixtures of normal distributions. Efficient simulation methods are used to approximate various prior, posterior and predictive distributions. This allows for direct inference on a variety of practical issues, including problems of local...}, author = {Escobar, Michael D. and West, Mike }, citeulike-article-id = {2651861}, comment = {This is probably the first DP mixture paper, at least practically.}, journal = {Journal of the American Statistical Association}, keywords = {bayesian, density\_estimation, dirichlet\_process, mcmc, mixture\_model}, month = {????}, number = {430}, pages = {577--588}, posted-at = {2008-04-11 06:28:10}, priority = {0}, title = {Bayesian Density Estimation and Inference Using Mixtures}, url = {http://citeseer.ist.psu.edu/115483.html}, volume = {90}, year = {1995} }

TY - JOUR ID - citeulike:2651861 L3 - citeulike-article-id:2651861 TI - Bayesian Density Estimation and Inference Using Mixtures JF - Journal of the American Statistical Association VL - 90 IS - 430 SP - 577 EP - 588 N2 - We describe and illustrate Bayesian inference in models for density estimation using mixtures of Dirichlet processes. These models provide natural settings for density estimation, and are exemplified by special cases where data are modelled as a sample from mixtures of normal distributions. Efficient simulation methods are used to approximate various prior, posterior and predictive distributions. This allows for direct inference on a variety of practical issues, including problems of local... KW - bayesian KW - density_estimation KW - dirichlet_process KW - mcmc KW - mixture_model N1 - This is probably the first DP mixture paper, at least practically. AU - Escobar, Michael AU - West, Mike PY - 1995/????// UR - http://citeseer.ist.psu.edu/115483.html ER -