MCMC for normalized random measure mixture models

This paper concerns the use of Markov chain Monte Carlo methods for posterior sampling in Bayesian nonparametric mixture models with normalized random measure priors. Making use of some recent posterior characterizations for the class of normalized random measures, we propose novel Markov chain Mont...

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Bibliographic Details
Main Authors: Favaro, S, Teh, Y
Format: Journal article
Published: Institute of Mathematical Statistics 2013