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A Computational Approach for Full Nonparametric Bayesian Inference Under Dirichlet Process Mixture Models

A Computational Approach for Full Nonparametric Bayesian Inference Under Dirichlet Process Mixture Models

Widely used parametric generalized linear models are, unfortunately, a somewhat limited class of specifications. Nonparametric aspects are often introduced to enrich this class, resulting in semiparametric models. Focusing on single or k-sample problems, many classical nonparametric approaches are limited to hypothesis testing. Those that allow estimation are limited to certain …