TY - CONF
T1 - Comparison of Parametric and Nonparametric Bayesian Hierarchical Models
AU - Chatterjee, Arpita
AU - Basu, Sanjib
N1 - 2011 JSM Online Program Home For information, contact [email protected] or phone (888) 231-3473. If you have questions about the Continuing Education program, please contact the Education Department.
Arpita Chatterjee. "Comparison of Parametric and Nonparametric Bayesian Hierarchical Models" Contributed talk, Joint Statistical Meetings. Miami, FL. Jul. 2011.
source:http://www.amstat.org/meetings/jsm/2011/onlineprogram/AbstractDetails.cfm?abstractid=302538
PY - 2011/7/31
Y1 - 2011/7/31
N2 - Nonparametric Bayesian models are becoming increasingly popular as they allow us to fit more robust models than their parametric counterparts. In recent Bayesian applications, Dirichlet Process (DP) based models are commonly used to fit Bayesian models under flexible distributional assumptions. In this article we compare parametric and Dirichlet process based hierarchical Bayesian models and show that while hierarchical DP models may provide flexibility in model fit, they may not perform uniformly better in other aspects as compared to the parametric models.
AB - Nonparametric Bayesian models are becoming increasingly popular as they allow us to fit more robust models than their parametric counterparts. In recent Bayesian applications, Dirichlet Process (DP) based models are commonly used to fit Bayesian models under flexible distributional assumptions. In this article we compare parametric and Dirichlet process based hierarchical Bayesian models and show that while hierarchical DP models may provide flexibility in model fit, they may not perform uniformly better in other aspects as compared to the parametric models.
KW - Dirichlet Process Models
KW - Hierarchical Bayesian models
KW - Nonparametric Bayesian
UR - http://www.amstat.org/meetings/jsm/2011/onlineprogram/AbstractDetails.cfm?abstractid=302538
M3 - Presentation
T2 - Joint Statistical Meetings (JSM)
Y2 - 12 August 2015
ER -