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Nonparametric Bayesian inference in applications

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Abstract

Nonparametric Bayesian (BNP) inference is concerned with inference for infinite dimensional parameters, including unknown distributions, families of distributions, random mean functions and more. Better computational resources and increased use of massive automated or semi-automated data collection makes BNP models more and more common. We briefly review some of the main classes of models, with an emphasis on how they arise from applied research questions, and focus in more depth only on BNP models for spatial inference as a good example of a class of inference problems where BNP models can successfully address limitations of parametric inference.

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Acknowledgements

Peter Müeller was partially funded by Grant NIH R01 CA132891-06A1. Fernando A. Quintana was partially funded by Grant FONDECYT 1141057.

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Müeller, P., Quintana, F.A. & Page, G. Nonparametric Bayesian inference in applications. Stat Methods Appl 27, 175–206 (2018). https://doi.org/10.1007/s10260-017-0405-z

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