The Ornstein-Uhlenbeck Dirichlet process and other time-varying processes for Bayesian nonparametric inference

Journal of Statistical Planning and Inference

Volumn 141, Issue 11, 2011, Pages 3648-3664

  Griffin, J E ^a  

^a UNIVERSITY OF KENT   (United Kingdom)

Author keywords

Dirichlet process; Normalised random measures with independent increments; Ornstein Uhlenbeck process; Particle filtering; Time dependent Bayesian nonparametrics

Indexed keywords

EID: 79959787378     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jspi.2011.05.019     Document Type: Article

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