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Bayesian Nonparametric Inference for Random Distributions and Related Functions

Author

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  • Stephen G. Walker
  • Paul Damien
  • PuruShottam W. Laud
  • Adrian F. M. Smith

Abstract

In recent years, Bayesian nonparametric inference, both theoretical and computational, has witnessed considerable advances. However, these advances have not received a full critical and comparative analysis of their scope, impact and limitations in statistical modelling; many aspects of the theory and methods remain a mystery to practitioners and many open questions remain. In this paper, we discuss and illustrate the rich modelling and analytic possibilities that are available to the statistician within the Bayesian nonparametric and/or semiparametric framework.

Suggested Citation

  • Stephen G. Walker & Paul Damien & PuruShottam W. Laud & Adrian F. M. Smith, 1999. "Bayesian Nonparametric Inference for Random Distributions and Related Functions," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 61(3), pages 485-527.
  • Handle: RePEc:bla:jorssb:v:61:y:1999:i:3:p:485-527
    DOI: 10.1111/1467-9868.00190
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