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Random partition models with regression on covariates
(ELSEVIER SCIENCE BV, 2010)
Many recent applications of nonparametric Bayesian inference use random partition models, i.e. probability models for clustering a set of experimental units. We review the popular basic constructions. We then focus on an ...
Similarity analysis in Bayesian random partition models
(ELSEVIER, 2011)
This work proposes a method to assess the influence of individual observations in the clustering generated by any process that involves random partitions. We call it Similarity Analysis. It basically consists of decomposing ...
Sampling from Finite Random Partitions
(2003)
In this manuscript, finite random partition models of the interval are first considered. Next, sampling problems arising in this context are addressed: throw at random k points on any such randomly broken interval. Does ...
Full predictivistic modeling of stock market data: Application to change point problems
(ELSEVIER SCIENCE BV, 2007)
In change point problems in general we should answer three questions: how many changes are there? Where are they? And, what is the distribution of the data within the blocks? In this paper, we develop a new full predictivistic ...