Copula based factorization in Bayesian multivariate infinite mixture models
نویسندگان
چکیده
منابع مشابه
Copula based factorization in Bayesian multivariate infinite mixture models
Bayesian nonparametric models based on infinite mixtures of density kernels have been recently gaining in popularity due to their flexibility and feasibility of implementation even in complicated modeling scenarios. However, these models have been rarely applied in more than one dimension. Indeed, implementation in the multivariate case is inherently difficult due to the rapidly increasing numb...
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ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 2014
ISSN: 0047-259X
DOI: 10.1016/j.jmva.2014.02.011