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Exact inference for a class of hidden Markov models on general state spaces

Kon Kam King, Guillaume; Papaspiliopoulos, Omiros; … - 2021

Persistent link: https://www.econbiz.de/10012514156

Predictive inference with Fleming-Viot-driven dependent Dirichlet processes

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A reversible allelic partition process and Pitman sampling formula

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Approximate filtering via discrete dual processes

Kon Kam King, Guillaume; Pandolfi, Andrea; Piretto, Marco; … - 2023

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Filtering coupled Wright-Fisher diffusions

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Smoothing distributions for conditional Fleming-Viot and Dawson-Watanabe diffusions

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Persistent link: https://www.econbiz.de/10013331025

Sampling the Dirichlet Mixture Model with Slices

Walker, Stephen G. - 2006

We provide a new approach to the sampling of the well known mixture of Dirichlet process model. Recent attention has focused on retention of the random distribution function in the model, but sampling algorithms have then suffered from the countably infinite representation these distributions...

Persistent link: https://www.econbiz.de/10012732584

Construction of stationary time series via the Gibbs sampler with application to volatility models

Pitt, Michael K.; Walker, Stephen G. - 2001

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Statistical decision problems and Bayesian nonparametric methods

Gutiérrez-Peña, Eduardo; Walker, Stephen G. - In: International statistical review : a journal of the … 73 (2005) 3, pp. 309-330

Persistent link: https://www.econbiz.de/10003240461