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• W2020213096 abstract "The Dirichlet process prior allows flexible nonparametric mixture modeling. The number of mixture components is not specified in advance and can grow as new data arrive. However, analyses based on the Dirichlet process prior are sensitive to the choice of the parameters, including an infinite-dimensional distributional parameter G 0. Most previous applications have either fixed G 0 as a member of a parametric family or treated G 0 in a Bayesian fashion, using parametric prior specifications. In contrast, we have developed an adaptive nonparametric method for constructing smooth estimates of G 0. We combine this method with a technique for estimating α, the other Dirichlet process parameter, that is inspired by an existing characterization of its maximum-likelihood estimator. Together, these estimation procedures yield a flexible empirical Bayes treatment of Dirichlet process mixtures. Such a treatment is useful in situations where smooth point estimates of G 0 are of intrinsic interest, or where the structure of G 0 cannot be conveniently modeled with the usual parametric prior families. Analysis of simulated and real-world datasets illustrates the robustness of this approach." @default.
• W2020213096 created "2016-06-24" @default.
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• W2020213096 date "2006-01-01" @default.
• W2020213096 modified "2023-10-14" @default.
• W2020213096 title "Nonparametric empirical Bayes for the Dirichlet process mixture model" @default.
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• W2020213096 doi "https://doi.org/10.1007/s11222-006-5196-2" @default.
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