Griffin, J.E. (2010) Default priors for density estimation with mixture models. Bayesian Analysis, 5 (1). pp. 45-64. ISSN 1931-6690 .
This is the latest version of this item.
|PDF - Published Version|
The infinite mixture of normals model has become a popular method for density estimation problems. This paper proposes an alternative hierarchical model that leads to hyperparameters that can be interpreted as the location, scale and smoothness of the density. The priors on other parts of the model have little effect on the density estimates and can be given default choices. Automatic Bayesian density estimation can be implemented by using uninformative priors for location and scale and default priors for the smoothness. The performance of these methods for density estimation are compared to previously proposed default priors for four data sets.
|Uncontrolled keywords:||Density Estimation; Dirichlet process mixture models; Mixtures of normals; Normalized Generalized Gamma processes|
|Subjects:||Q Science > QA Mathematics (inc Computing science) > QA276 Mathematical statistics|
|Divisions:||Faculties > Science Technology and Medical Studies > School of Mathematics Statistics and Actuarial Science > Statistics|
|Depositing User:||Jim Griffin|
|Date Deposited:||29 Jun 2011 13:34|
|Last Modified:||30 Nov 2011 09:33|
|Resource URI:||http://kar.kent.ac.uk/id/eprint/23865 (The current URI for this page, for reference purposes)|
Available versions of this item
- Default priors for density estimation with mixture models. (deposited 29 Jun 2011 13:34) [Currently Displayed]
- Depositors only (login required):