Bayesian multivariate mixed-scale density estimation

@article{Canale2011BayesianMM,
  title={Bayesian multivariate mixed-scale density estimation},
  author={Antonio Canale and David B. Dunson},
  journal={arXiv: Statistics Theory},
  year={2011}
}
Although continuous density estimation has received abundant attention in the Bayesian nonparametrics literature, there is limited theory on multivariate mixed scale density estimation. In this note, we consider a general framework to jointly model continuous, count and categorical variables under a nonparametric prior, which is induced through rounding latent variables having an unknown density with respect to Lebesgue measure. For the proposed class of priors, we provide sufficient conditions… 
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