- Bayesian Anal. (2017), 20 pages.
Modelling and Computation Using NCoRM Mixtures for Density Regression
Normalized compound random measures are flexible nonparametric priors for related distributions. We consider building general nonparametric regression models using normalized compound random measure mixture models. Posterior inference is made using a novel pseudo-marginal Metropolis-Hastings sampler for normalized compound random measure mixture models. The algorithm makes use of a new general approach to the unbiased estimation of Laplace functionals of compound random measures (which includes completely random measures as a special case). The approach is illustrated on problems of density regression.
Bayesian Anal. (2017), 20 pages.
First available in Project Euclid: 26 October 2017
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Griffin, Jim; Leisen, Fabrizio. Modelling and Computation Using NCoRM Mixtures for Density Regression. Bayesian Anal., advance publication, 26 October 2017. doi:10.1214/17-BA1072. https://projecteuclid.org/euclid.ba/1508983454
- Appendix of “Modelling and computation using NCoRM mixtures for density regression”.