Gibbs Sampling Methods for Stick-Breaking Priors

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Summary

Two general types of Gibbs samplers that can be used to fit posteriors of Bayesian hierarchical models based on stick-breaking priors are presented and the blocked Gibbs sampler, based on an entirely different approach that works by directly sampling values from the posterior of the random measure.

Type
article
Published
2001-03-01
Cited by
1,822
References
52

Keywords

Gibbs sampling, Prior probability, Dirichlet process, Dirichlet distribution, Mathematics

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