Posterior consistency of Dirichlet mixtures for estimating a transition density

  title={Posterior consistency of Dirichlet mixtures for estimating a transition density},
  author={Yongqiang Tanga and Subhashis Ghosalb},
  • Yongqiang Tanga, Subhashis Ghosalb
  • Published 2005
The Dirichlet process mixture of normal densities has been successfully used as a prior for Bayesian density estimation for independent and identically distributed (i.i.d.) observations. A Markov model, which generalizes the i.i.d. set up, may be thought of as a suitable framework for observations arising over time. The predictive density of the future observation is then given by the posterior expectation of the transition density given the observations. We consider a Dirichlet process mixture… CONTINUE READING
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