Bayesian nonparametric inference for random distributions and related functions

Citation
Sg. Walker et al., Bayesian nonparametric inference for random distributions and related functions, J ROY STA B, 61, 1999, pp. 485-527
Citations number
139
Categorie Soggetti
Mathematics
Journal title
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY
ISSN journal
13697412 → ACNP
Volume
61
Year of publication
1999
Part
3
Pages
485 - 527
Database
ISI
SICI code
1369-7412(1999)61:<485:BNIFRD>2.0.ZU;2-3
Abstract
In recent years, Bayesian nonparametric inference, both theoretical and com putational, has witnessed considerable advances. However, these advances ha ve not received a full critical and comparative analysis of their scope, im pact and limitations in statistical modelling; many aspects of the theory a nd methods remain a mystery to practitioners and many open questions remain . In this paper, we discuss and illustrate the rich modelling and analytic possibilities that are available to the statistician within the Bayesian no nparametric and/or semiparametric framework.