In this paper, we develop a novel online algorithm based on the Sequential Monte Carlo (SMC) samplers framework for posterior inference in Dirichlet Process Mixtures (DPM) (DelMor...
We propose a more efficient version of the slice sampler for Dirichlet process mixture models described by Walker (2007). This sampler allows the fitting of infinite mixture mod...
Abstract. We present a method to perform model selection based on predictive density in a class of spatio-temporal dynamic generalized linear models for areal data. These models as...
Density modeling is notoriously difficult for high dimensional data. One approach to the problem is to search for a lower dimensional manifold which captures the main characteristi...