Nonparametric Bayes Methods Using Predictive Updating

نویسندگان

  • Michael A. Newton
  • Fernando A. Quintana
  • Yunlei Zhang
چکیده

Approximate nonparametric Bayes estimates calculated under a Dirichlet process prior are readily obtained in a wide range of models using a simple recursive algorithm. This chapter develops the recursion using elementary facts about nonparametric predictive distributions, and applies it to an interval censoring problem and to a Markov chain mixture model. S-Plus code is provided.

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تاریخ انتشار 1998