Corpus ID: 2533797

Hyperparameter estimation in Dirichlet process mixture models

  title={Hyperparameter estimation in Dirichlet process mixture models},
  author={B. West},
  • B. West
  • Published 1992
  • Mathematics
  • In Bayesian density estimation and prediction using Dirichlet process mixtures of standard, exponential family distributions, the precision or total mass parameter of the mixing Dirichlet process is a critical hyperparameter that strongly influences resulting inferences about numbers of mixture components. This note shows how, with respect to a flexible class of prior distributions for this parameter, the posterior may be represented in a simple conditional form that is easily simulated. As a… CONTINUE READING
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