Bayesian Analysis of Simple Random Densities

Paulo C. Marques F., Carlos A. de B. Pereira

Departamento de Estatística, Instituto de Matemática e Estatística, Universidade de S?o Paulo, S?o Paulo, Brasil.

DOI: 10.4236/ojs.2014.45037                

Abstract

A tractable nonparametric prior over densities is introduced which is closed under sampling and exhibits proper posterior asymptotics.

Keywords

Bayesian Nonparametrics, Bayesian Density Estimation, Random Densities, Random Partitions, Stochastic Simulations, Smoothing

Conflicts of Interest

The authors declare no conflicts of interest.

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