Models beyond the Dirichlet process

Antonio Lijoi () and Igor Pruenster ()

ICER Working Papers - Applied Mathematics Series from ICER - International Centre for Economic Research

Abstract: Bayesian nonparametric inference is a relatively young area of research and it has recently undergone a strong development. Most of its success can be explained by the considerable degree of exibility it ensures in statistical modelling, if compared to parametric alternatives, and by the emergence of new and ecient simulation techniques that make nonparametric models amenable to concrete use in a number of applied statistical problems. Since its introduction in 1973 by T.S. Ferguson, the Dirichlet process has emerged as a cornerstone in Bayesian nonparametrics. Nonetheless, in some cases of interest for statistical applications the Dirichlet process is not an adequate prior choice and alternative nonparametric models need to be devised. In this paper we provide a review of Bayesian nonparametric models that go beyond the Dirichlet process.

Pages: 47 pages
Date: 2009-12
New Economics Papers: this item is included in nep-ecm
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Persistent link: https://EconPapers.repec.org/RePEc:icr:wpmath:23-2009

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