On GEM diffusive mixtures

Gutiérrez, Luis; Mena, Ramsés H.; Ruggiero, Matteo


We present and discuss the class of dependent mixture models induced by diffusive measure-valued GEM processes. These extend the family of diffusive Dirichlet mixtures to the multiparameter case, including dependent Pitman–Yor mixtures as special cases, and have applications to Bayesian nonparametric inference for dynamic density estimation with discretely collected data.

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Título de la Revista: JSM Proceedings
Fecha de publicación: 2016
Página de inicio: 1397
Página final: 1404
URL: https://ww2.amstat.org/meetings/jsm/2016/onlineprogram/AbstractDetails.cfm?abstractid=319482