3 papers
math.ST2026
Nonparametric quantile inference using Dirichlet processes
Nils Lid Hjort, Sonia Petrone
This chapter deals with nonparametric inference for quantiles from a Bayesian perspective, using the Dirichlet process. The posterior distribution for quantiles is characterised, e…
math.ST2024
Exchangeability, prediction and predictive modeling in Bayesian statistics
Sandra Fortini, Sonia Petrone
There is currently a renewed interest in the Bayesian predictive approach to statistics. This paper offers a review on foundational concepts and focuses on predictive modeling, whi…
stat.ME2023
Bayesian dependent mixture models: A predictive comparison and survey
Sara Wade, Vanda Inacio, Sonia Petrone
For exchangeable data, mixture models are an extremely useful tool for density estimation due to their attractive balance between smoothness and flexibility. When additional covari…