A New Bayesian Nonparametric Mixture Model

Ruth Fuentes-Garcia (1) , Ramses H Mena (2) , Stephen G. Walker (3)

1 UNAM
2 IIMAS
3 IMSAS

We propose a new mixture model for Bayesian nonparametric inference. Rather than considering extensions from current approaches, such as the mixture of Dirichlet process model, we end up shrinking it, by making the weights less complex. We demonstrate the model and offer an explanation for the performance.

Mots clés: Physical Sciences

Ruth Fuentes-Garcia, Ramses H Mena, Stephen G. Walker. A New Bayesian Nonparametric Mixture Model. Communications in Statistics - Simulation and Computation, 2010, 39 (04), pp.669-682. ⟨10.1080/03610910903580963⟩. ⟨hal-00583556⟩