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Bayesian Nonparametrics for Heavy Tailed Distribution. Application to Food Risk Assessment
Dirichlet process Model Based clustering Ochratoxin A Tail index estimation
2009/9/22
Based on the fact that any heavy tailed distribution can be approxi-
mated by a possibly innite mixture of Pareto distributions, this paper proposes
two Bayesian methodologies tailored to infer on d...
Quantile pyramids for Bayesian nonparametrics
Consistency Dirichlet process nonparametric Bayes Bernshten–von Mises theorem quantile pyramids random quantiles
2010/3/18
Polya trees fix partitions and use random probabilities in order
to construct random probability measures. With quantile pyramids
we instead fix probabilities and use random partitions. For nonparam...