Article ID Journal Published Year Pages File Type
1148085 Journal of Statistical Planning and Inference 2015 10 Pages PDF
Abstract

We propose a Bayesian nonparametric procedure for density estimation for data in a dd-dimensional simplex. To this aim, we propose a prior distribution on probability measures based on a modified class of multivariate Bernstein polynomials. The model for the probability distribution corresponds to a mixture of Dirichlet distributions, with random weights and a random number of components. Theoretical properties of the proposal are provided, including posterior consistency and concentration rates of the posterior distribution.

Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
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