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CSDA
2010
208views more  CSDA 2010»
13 years 3 months ago
Bayesian density estimation and model selection using nonparametric hierarchical mixtures
We consider mixtures of parametric densities on the positive reals with a normalized generalized gamma process (Brix, 1999) as mixing measure. This class of mixtures encompasses t...
Raffaele Argiento, Alessandra Guglielmi, Antonio P...
CSDA
2007
126views more  CSDA 2007»
13 years 3 months ago
A consistent nonparametric Bayesian procedure for estimating autoregressive conditional densities
This article proposes a Bayesian infinite mixture model for the estimation of the conditional density of an ergodic time series. A nonparametric prior on the conditional density ...
Yongqiang Tang, Subhashis Ghosal
ICASSP
2011
IEEE
12 years 7 months ago
Non-parametric bayesian measurement noise density estimation in non-linear filtering
In this study, we investigate online Bayesian estimation of the measurement noise density of a given state space model using particle filters and Dirichlet process mixtures. Diri...
Emre Özkan, Saikat Saha, Fredrik Gustafsson, ...
ICASSP
2011
IEEE
12 years 7 months ago
On selecting the hyperparameters of the DPM models for the density estimation of observation errors
The Dirichlet Process Mixture (DPM) models represent an attractive approach to modeling latent distributions parametrically. In DPM models the Dirichlet process (DP) is applied es...
Asma Rabaoui, Nicolas Viandier, Juliette Marais, E...
IJCAI
2007
13 years 5 months ago
Collapsed Variational Dirichlet Process Mixture Models
Nonparametric Bayesian mixture models, in particular Dirichlet process (DP) mixture models, have shown great promise for density estimation and data clustering. Given the size of ...
Kenichi Kurihara, Max Welling, Yee Whye Teh