fipp: Induced Priors in Bayesian Mixture Models

Jan Greve; Bettina Grün; Gertraud Malsiner-Walli; Sylvia Frühwirth-Schnatter

fipp: Induced Priors in Bayesian Mixture Models

Jan Greve^* (Entwickler*in), Bettina Grün (Entwickler*in), Gertraud Malsiner-Walli (Entwickler*in), Sylvia Frühwirth-Schnatter (Entwickler*in)

^*Korrespondierende*r Autor*in für diese Arbeit

Statistics and Mathematics

Publikation: Elektronische/multimediale Veröffentlichungen › Software

Abstract

Computes implicitly induced quantities from prior/hyperparameter specifications of three Mixtures of Finite Mixtures models: Dirichlet Process Mixtures (DPMs; Escobar and West (1995) ), Static Mixtures of Finite Mixtures (Static MFMs; Miller and Harrison (2018) ), and Dynamic Mixtures of Finite Mixtures (Dynamic MFMs; Frühwirth-Schnatter, Malsiner-Walli and Grün (2020) ). For methodological details, please refer to Greve, Grün, Malsiner-Walli and Frühwirth-Schnatter (2020) ) as well as the package vignette.

Originalsprache	Englisch
Herausgeber (Verlag)	R Foundation for Statistical Computing
Publikationsstatus	Veröffentlicht - 11 Feb. 2021

Österreichische Systematik der Wissenschaftszweige (ÖFOS)

101018 Statistik

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Katalog der Universitätsbibliothek

Andere Dateien und Links

https://CRAN.R-project.org/package=fipp

Dieses zitieren

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abstract = "Computes implicitly induced quantities from prior/hyperparameter specifications of three Mixtures of Finite Mixtures models: Dirichlet Process Mixtures (DPMs; Escobar and West (1995) ), Static Mixtures of Finite Mixtures (Static MFMs; Miller and Harrison (2018) ), and Dynamic Mixtures of Finite Mixtures (Dynamic MFMs; Fr{\"u}hwirth-Schnatter, Malsiner-Walli and Gr{\"u}n (2020) ). For methodological details, please refer to Greve, Gr{\"u}n, Malsiner-Walli and Fr{\"u}hwirth-Schnatter (2020) ) as well as the package vignette.",

author = "Jan Greve and Bettina Gr{\"u}n and Gertraud Malsiner-Walli and Sylvia Fr{\"u}hwirth-Schnatter",

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AB - Computes implicitly induced quantities from prior/hyperparameter specifications of three Mixtures of Finite Mixtures models: Dirichlet Process Mixtures (DPMs; Escobar and West (1995) ), Static Mixtures of Finite Mixtures (Static MFMs; Miller and Harrison (2018) ), and Dynamic Mixtures of Finite Mixtures (Dynamic MFMs; Frühwirth-Schnatter, Malsiner-Walli and Grün (2020) ). For methodological details, please refer to Greve, Grün, Malsiner-Walli and Frühwirth-Schnatter (2020) ) as well as the package vignette.

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