On GEM diffusive mixtures

• Activity Number: 62
• Type: Topic Contributed
• Date/Time: Sunday, July 31, 2016 : 4:00 PM to 5:50 PM
• Sponsor: Section on Nonparametric Statistics
• Author(s): Ramses Mena* and Luis Gutierrez
• Companies: Universidad Nacional Autónoma de México and Universidad de Chile
• Keywords: Bayesian nonparametrics ; Dependent process ; mixture model ; diffusion process ; measure-valued process

Abstract

We present and discuss the class of dependent mixture models induced by diffusive measure-valued GEM processes. These extend the family of diffusive Dirichlet mixtures to the multiparameter case, including dependent Pitman-Yor mixtures as special cases, and have applications to Bayesian nonparametric inference for dynamic density estimation with discretely collected data.