Publications [#257960] of David B. Dunson
search arxiv.org.Papers Published
- RodrÃguez, A; Dunson, DB. "Nonparametric Bayesian models through probit stick-breaking processes.." Bayesian analysis 6.1 (March, 2011): 145-178. [doi]
(last updated on 2026/01/14)Abstract:
We describe a novel class of Bayesian nonparametric priors based on stick-breaking constructions where the weights of the process are constructed as probit transformations of normal random variables. We show that these priors are extremely flexible, allowing us to generate a great variety of models while preserving computational simplicity. Particular emphasis is placed on the construction of rich temporal and spatial processes, which are applied to two problems in finance and ecology.