Priors on the Space of Unimodal Probability Measures

George Kouvaras () and George Kokolakis ()
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George Kouvaras: National Technical University of Athens
George Kokolakis: National Technical University of Athens

Chapter Chapter 35 in Functional Equations in Mathematical Analysis, 2011, pp 555-561 from Springer

Abstract: Abstract Construction of unimodal random probability measures on finite dimensional Euclidean space is considered. The approach based on Bayesian nonparametric models and Convexity Theory. Specifically, the proposed model makes use of the special properties of convex sets and Choquet’s theorem. As a result, we get random probability measures that admit derivatives almost everywhere in R d .

Keywords: Univariate and multivariate unimodality; Convexity; Choquet’s theorem; Random probability measure; Dirichlet process prior (search for similar items in EconPapers)
Date: 2011
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Persistent link: https://EconPapers.repec.org/RePEc:spr:spochp:978-1-4614-0055-4_35

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DOI: 10.1007/978-1-4614-0055-4_35

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