Revisiting consistency of a recursive estimator of mixing distributions
@inproceedings{Dixit2021RevisitingCO, title={Revisiting consistency of a recursive estimator of mixing distributions}, author={Vaidehi Dixit and Ryan Martin}, year={2021} }
Estimation of the mixing distribution under a general mixture model is a very difficult problem, especially when the mixing distribution is assumed to have a density. Predictive recursion (PR) is a fast, recursive algorithm for nonparametric estimation of a mixing distribution/density in general mixture models. However, the existing PR consistency results make rather strong assumptions, some of which fail for a class of mixture models relevant for monotone density estimation, namely, scale…
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A PRticle filter algorithm for nonparametric estimation of multivariate mixing distributions
- Computer Science
- 2022
A new strategy is proposed, which is referred to as PRticle filter , wherein the basic PR algorithm is augmented with a adaptively reweights an initial set of particles along the updating sequence which are used to obtain Monte Carlo approximations of the normalizing constants.
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