Dirichlet Process, Simulation of

Purushottam W. Laud, Nicholas M. Pajewski · Encyclopedia of Statistics in Quality and Reliability · 2007

Abstract We describe the Dirichlet process and its basic implementation in Bayesian hierarchical modeling. In particular, we discuss Dirichlet process mixture models with emphasis on computational strategies for both conjugate and nonconjugate forms of these models in the context of Markov chain Monte Carlo simulation.

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