334
Views
3
CrossRef citations to date
0
Altmetric
Articles: Bayesian Nonparametrics

Flexible Multivariate Density Estimation With Marginal Adaptation

, , &
Pages 814-829 | Received 01 Jan 2012, Published online: 21 Oct 2013

References

  • Anderson , T. 2003 . An Introduction to Multivariate Statistical Analysis (3rd ed.) , New York : Wiley .
  • Beal , M. and Ghahramani , Z. 2006 . Variational Bayesian Learning of Directed Graphical Models With Hidden Variables . Bayesian Analysis , 1 : 793 – 832 .
  • Corduneanu , A. and Bishop , C. 2001 . “Variational Bayesian Model Selection for Mixture Distributions,” . In Artificial Intelligence and Statistics 2001: Proceedings of the Eighth International Workshop (Vol. 14), eds. T. Jaakkola and T. Richardson , 27 – 34 . San Francisco, CA : Morgan Kaufmann .
  • Efron , B. and Tibshirani , R. 1996 . Using Specially Designed Exponential Families for Density Estimation . The Annals of Statistics , 24 : 2431 – 2461 .
  • Genton , M. (ed.) . 2004 . Skew-Elliptical Distributions and Their Applications , New York : Chapman & Hall .
  • Ghahramani , Z. and Beal , M. J. 2000 . “Variational Inference for Bayesian Mixtures of Factor Analyzers,” in Advances in Neural Information Processing Systems (Vol. 12), eds. S. A. Solla, T. K. Leen, and K. R. Muller , 449 – 455 . Cambridge, MA : MIT Press .
  • Ghahramani , Z. and Hinton , G. 1997 . “The EM Algorithm for Mixtures of Factor Analyzers,” Technical Report, Department of Computer Science, University of Toronto
  • Hjort , N. and Glad , I. 1995 . Nonparametric Density Estimation With a Parametric Start . The Annals of Statistics , 23 : 882 – 904 .
  • Joe , H. 1997 . Multivariate Models and Dependence Concepts , London : Chapman & Hall .
  • Johnson , R. W. 1996 . “Fitting Percentage of Body Fat to Simple Body Measurements . Journal of Statistics Education , [on-line], 4 (1). Available at http://www.amstat.org/publications/jse/v4n1/datasets.johnson.html
  • McGrory , C. A. and Titterington , D. M. 2007 . Variational Approximations in Bayesian Model Selection for Finite Mixture Distributions . Computational Statistics and Data Analysis , 51 : 5352 – 5367 .
  • McLachlan , G. and Peel , D. 2000 . Finite Mixture Models , New York : Wiley .
  • Neal , R. M. 2000 . Markov Chain Sampling Methods for Dirichlet Process Mixture Models . Journal of Computational and Graphical Statistics , 9 : 249 – 265 .
  • Nelsen , R. 1999 . An Introduction to Copulas , New York : Springer-Verlag .
  • Sheather , S. 2004 . Density Estimation . Statistical Science , 19 : 588 – 597 .
  • Spiegelman , C. and Park , E. 2003 . Nonparametric Multivariate Density Estimates That Incorporate Marginal Parametric Density Information . The American Statistician , 57 : 183 – 188 .
  • Titterington , D. M. , Smith , A. F. M. and Makov , U. E. 1985 . Statistical Analysis of Finite Mixture Distributions , New York : Wiley .
  • Trivedi , P. and Zimmer , D. 2005 . Copula Modelling: An Introduction for Practitioners . Foundations and Trends in Econometrics , 1 : 1 – 111 .
  • Ueda , N. , Nakano , R. , Ghahramani , Z. and Hinton , G. E. 2000 . SMEM Algorithm for Mixture Models . Neural Computation , 12 : 2109 – 2128 .

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.