Corpus ID: 189762495

Permutation-based uncertainty quantification about a mixing distribution

@article{Dixit2019PermutationbasedUQ,
  title={Permutation-based uncertainty quantification about a mixing distribution},
  author={Vaidehi Dixit and Ryan Martin},
  journal={arXiv: Methodology},
  year={2019}
}
Nonparametric estimation of a mixing distribution based on data coming from a mixture model is a challenging problem. Beyond estimation, there is interest in uncertainty quantification, e.g., confidence intervals for features of the mixing distribution. This paper focuses on estimation via the predictive recursion algorithm, and here we take advantage of this estimator's seemingly undesirable dependence on the data ordering to obtain a permutation-based approximation of the sampling… Expand

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Estimating a mixing distribution on the sphere using predictive recursion

References

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