BNPmix: An R Package for Bayesian Nonparametric Modeling via Pitman-Yor Mixtures

BNPmix is an R package for Bayesian nonparametric multivariate density estimation, clustering, and regression, using Pitman-Yor mixture models, a flexible and robust generalization of the popular class of Dirichlet process mixture models. A variety of model specifications and state-of-the-art poster...

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Main Authors: Riccardo Corradin, Antonio Canale, Bernardo Nipoti
Format: Article
Language:English
Published: Foundation for Open Access Statistics 2021-11-01
Series:Journal of Statistical Software
Subjects:
Online Access:https://www.jstatsoft.org/index.php/jss/article/view/3867
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author Riccardo Corradin
Antonio Canale
Bernardo Nipoti
author_facet Riccardo Corradin
Antonio Canale
Bernardo Nipoti
author_sort Riccardo Corradin
collection DOAJ
description BNPmix is an R package for Bayesian nonparametric multivariate density estimation, clustering, and regression, using Pitman-Yor mixture models, a flexible and robust generalization of the popular class of Dirichlet process mixture models. A variety of model specifications and state-of-the-art posterior samplers are implemented. In order to achieve computational efficiency, all sampling methods are written in C++ and seamless integrated into R by means of the Rcpp and RcppArmadillo packages. BNPmix exploits the ggplot2 capabilities and implements a series of generic functions to plot and print summaries of posterior densities and induced clustering of the data.
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spelling doaj.art-d021f452c6ef4d469e2932877afd71042023-06-01T18:48:04ZengFoundation for Open Access StatisticsJournal of Statistical Software1548-76602021-11-0110013310.18637/jss.v100.i153680BNPmix: An R Package for Bayesian Nonparametric Modeling via Pitman-Yor MixturesRiccardo Corradin0https://orcid.org/0000-0001-5389-6873Antonio Canale1https://orcid.org/0000-0002-5403-0040Bernardo Nipoti2https://orcid.org/0000-0003-1138-951XUniversity of Milano-BicoccaUniversity of PadovaUniversity of Milano-BicoccaBNPmix is an R package for Bayesian nonparametric multivariate density estimation, clustering, and regression, using Pitman-Yor mixture models, a flexible and robust generalization of the popular class of Dirichlet process mixture models. A variety of model specifications and state-of-the-art posterior samplers are implemented. In order to achieve computational efficiency, all sampling methods are written in C++ and seamless integrated into R by means of the Rcpp and RcppArmadillo packages. BNPmix exploits the ggplot2 capabilities and implements a series of generic functions to plot and print summaries of posterior densities and induced clustering of the data.https://www.jstatsoft.org/index.php/jss/article/view/3867bayesian nonparametric mixturec density estimationclusteringimportance conditional samplerslice samplermarginal sampler
spellingShingle Riccardo Corradin
Antonio Canale
Bernardo Nipoti
BNPmix: An R Package for Bayesian Nonparametric Modeling via Pitman-Yor Mixtures
Journal of Statistical Software
bayesian nonparametric mixture
c
density estimation
clustering
importance conditional sampler
slice sampler
marginal sampler
title BNPmix: An R Package for Bayesian Nonparametric Modeling via Pitman-Yor Mixtures
title_full BNPmix: An R Package for Bayesian Nonparametric Modeling via Pitman-Yor Mixtures
title_fullStr BNPmix: An R Package for Bayesian Nonparametric Modeling via Pitman-Yor Mixtures
title_full_unstemmed BNPmix: An R Package for Bayesian Nonparametric Modeling via Pitman-Yor Mixtures
title_short BNPmix: An R Package for Bayesian Nonparametric Modeling via Pitman-Yor Mixtures
title_sort bnpmix an r package for bayesian nonparametric modeling via pitman yor mixtures
topic bayesian nonparametric mixture
c
density estimation
clustering
importance conditional sampler
slice sampler
marginal sampler
url https://www.jstatsoft.org/index.php/jss/article/view/3867
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