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Nonparametric Bayesian Data Analysis.

Posted by dhin pada 27 April 2009

Nonparametric Bayesian Data Analysis.
Peter Muller Fernando A. Quintana

Abstract
We review the current state of nonparametric Bayesian inference. The discussion follows a list of important statistical inference problems, including density estimation, regression, survival analysis, hierarchical models and model validation. For each inference problem we review relevant nonparametric Bayesian models and approaches including Dirichlet process (DP) models and variations, Polya trees, wavelet based models, neural network models, spline regression, CART, dependent DP models, and model validation with DP and Polya tree extensions of parametric models.

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Nonparametric Bayesian Data Analysis

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