Fetching the paper…
Reading the bibliography…
We propose a Bayesian test of normality for univariate or multivariate data against alternative nonparametric models characterized by Dirichlet process mixture distributions.
Ferguson distributions via Pólya urn schemes
Blackwell, D. and J. B. MacQueen (1973) · 1973
Earlier work this paper cites.
A Bayesian analysis of some nonparametric problems
Ferguson, T. S. (1973) · 1973
Earlier work this paper cites.
Positive dependence of the roots of a Wishart matrix
Dykstra, R. L. and J. E. Hewett (1978) · 1978
Earlier work this paper cites.
On a class of Bayesian nonparametric estimates: I. Density estimates
Lo, A. Y. (1984) · 1984
Earlier work this paper cites.
Data: A Collection of Problems from Many fields for the Student and Research Worker
Andrews, D. F. and A. M. Herzberg (1985) · 1985
Earlier work this paper cites.
Estimating normal means with a Dirichlet process prior
Escobar, M. D. (1994) · 1994
Earlier work this paper cites.
A Handbook of Small Data Sets
Hand, D. J., F. Daly, K. McConway, D. Lunn, and E. Ostrowski (1994) · 1994
Earlier work this paper cites.
A constructive definition of Dirichlet priors
Sethuraman, J. (1994) · 1994
Earlier work this paper cites.
Multivariate plug-in bandwidth selection
Wand, M. P. and M. C. Jones (1994) · 1994
Earlier work this paper cites.
Cortical activity flips among quasi-stationary states
Abeles, M., H. Bergman, I. Gat, I. Meilijson, E. Seidemann, N. Tishby, and E. Vaadia (1995) · 1995
Earlier work this paper cites.
Marginal likelihood from the Gibbs output
Chib, S. (1995) · 1995
Earlier work this paper cites.
Bayesian density estimation and inference using mixtures
Escobar, M. D. and M. West (1995) · 1995
Earlier work this paper cites.
Bayes factors
Kass, R. E. and A. E. Raftery (1995) · 1995
Earlier work this paper cites.
On Bayes factors for nonparametric alternatives
Carota, C. and G. Parmigiani (1996) · 1996
Earlier work this paper cites.
Bayesian encompassing specification tests of a parametric model against a non parametric alternative
Florens, J.-P., J.-F. Richard, and J.-M. Rolin (1996) · 1996
Earlier work this paper cites.
Nonparametric hierarchical Bayes via sequential imputations
Liu, J. S. (1996) · 1996
Earlier work this paper cites.
Bayes factors and marginal distributions in invariant situations
Berger, J. O., J. A. Varshavsky, and L. R. Pericchi (1998) · 1998
Cited alongside, same era.
Computational methods for mixture of Dirichlet process models
MacEachern, S. N. (1998) · 1998
Cited alongside, same era.
Estimating mixture of Dirichlet process models
MacEachern, S. N. and P. Müller (1998) · 1998
Cited alongside, same era.
Bayesian goodness-of-fit testing using infinite-dimensional exponential families
Verdinelli, I. and L. Wasserman (1998) · 1998
Cited alongside, same era.
Posterior consistency of Dirichlet mixtures in density estimation
Ghosal, S., J. K. Ghosh, and R. V. Ramamoorthi (1999) · 1999
Cited alongside, same era.
Markov chain sampling methods for Dirichlet process mixture models
Neal, R. M. (2000) · 2000
Cited alongside, same era.
Posterior convergence rates of Dirichlet mixtures at smooth densities
Ghosal, S. and A. W. van der Vaart (2007) · 2007
Later among the works it cites.
Natural stimuli evoke dynamic sequences of states in sensory cortical ensembles
Jones, L. M., A. Fontanini, B. F. Sadacca, P. Miller, and D. B. Katz (2007) · 2007
Later among the works it cites.
Objective Bayesian analysis for the multivariate normal model
Sun, D. and J. O. Berger (2007) · 2007
Later among the works it cites.
Lower bounds for posterior rates with Gaussian process priors
Castillo, I. (2008) · 2008
Later among the works it cites.
Rates of contraction of posterior distributions based on Gaussian process priors
van der Vaart, A. W. and J. H. van Zanten (2008) · 2008
Later among the works it cites.
On selecting a prior for the precision parameter of Dirichlet process mixture models
alphaXiv searches the wider corpus for related work and actual follow-ups.
alphaXiv is searching for related work…
Bayesian and conditional frequentist testing of a parametric model versus nonparametric alternatives
Berger, J. O. and A. Guglielmi (2001) · 2001
Cited alongside, same era.
Entropies and rates of convergence for maximum likelihood and Bayes estimation for mixtures of normal densities
Ghosal, S. and A. W. van der Vaart (2001) · 2001
Cited alongside, same era.
Monte Carlo Strategies in Scientific Computing
Liu, J. S. (2001) · 2001
Cited alongside, same era.
Marginal likelihood and Bayes factors for Dirichlet process mixture models
Basu, S. and S. Chib (2003) · 2003
Cited alongside, same era.
Bayesian Nonparametrics
Ghosh, J. K. and R. V. Ramamoorthi (2003) · 2003
Cited alongside, same era.
Bayesian methods for function estimation
Choudhuri, N., S. Ghosal, and A. Roy (2005) · 2005
Cited alongside, same era.
Dorazio, R. M. (2009) · 2009
Later among the works it cites.
Bayesian goodness of fit testing with mixtures of triangular distributions
Mcvinish, R., J. Rousseau, and K. Mengersen (2009) · 2009
Later among the works it cites.
Multivariate extension of chi-squared univariate normality test
Cardoso de Oliveira, I. and D. Ferreira (2010) · 2010
Later among the works it cites.
Default priors for density estimation with mixture models
Griffin, J. E. (2010) · 2010
Later among the works it cites.
Bayesian nonparametric goodness of fit tests
Tokdar, S. T., A. Chakrabarti, and J. K. Ghosh (2010) · 2010
Later among the works it cites.
Importance sampling: a review
Tokdar, S. T. and R. E. Kass (2010) · 2010
Later among the works it cites.
The power to see: A new graphical test of normality
Aldor-Noiman, S., L. D. Brown, A. Buja, W. Rolke, and R. A. Stine (2013) · 2013
Closest in time.
Adaptive Bayesian multivariate density estimation with Dirichlet mixtures
Shen, W., S. T. Tokdar, and S. Ghosal (2013) · 2013
Closest in time.
New invariant and consistent chi-squared type goodness-of-fit tests for multivariate normality and a related comparative simulation study
Voinov, V., N. Pya, R. Makarov, and Y. Voinov (2016) · 2016
Closest in time.
Sequential Monte Carlo methods for mixtures with normalized random measures with independent increments priors
Griffin, J. E. (2017) · 2017
Closest in time.
The matrix-F prior for estimating and testing covariance matrices
Mulder, J. and L. R. Pericchi (2018) · 2018
Closest in time.