Ghosh J.K., Ramamoorthi R.V. — Bayesian Nonparametrics :: Электронная библиотека попечительского совета мехмата МГУ

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Ghosh J.K., Ramamoorthi R.V. — Bayesian Nonparametrics

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Название: Bayesian Nonparametrics

Авторы: Ghosh J.K., Ramamoorthi R.V.

Аннотация:

The book is primarily aimed at graduate students and can be used as the text for a graduate course in Bayesian nonparametrics. Though the emphasis of the book is on nonparametrics, there is a substantial chapter on asymptotics of classical Bayesian parametric models.

Язык:

Рубрика: Математика/

Статус предметного указателя: Готов указатель с номерами страниц

ed2k: ed2k stats

Год издания: 2003

Количество страниц: 305

Добавлена в каталог: 07.12.2005

Операции: Положить на полку | Скопировать ссылку для форума | Скопировать ID

Предметный указатель

Affinity      13
Albert, J.H.      213
Amenable group      52
Andersen, P. K.      237
Antoniak, C.E.      113
Bahadur, R.R.      29
Ball      10
Barion, A.      48 132 133 135—137 143 171 181 182 191
Basu, D.      46 103
Basu, S.      213 214
Bayes estimates      122
Bayes estimates, asymptotic normality      38
Bayes estimates, consistency      122
Berger, J.      46 47 50 51 88 229
Berk, R. H.      103
Bernardo, J. M.      47—50 52 228 229
Bernstein      34
Beta distribution      87
Beta process      254 265
Beta process, consistency      279
Beta process, construction      266
Beta process, definition      265
Beta process, properties      268—270
Beta:-Stacy process      254 270
BIC      40
Bickel, P.      34
Billingsley, P.      12 13
Birge, L.      232 234
Blackwell, D.      21 103
Blum, J.      238
Borgan, O.      237
Borwankei, J.      35
Boundary      10
Bracket      233
Bun D.      198
Bunke, O.      183
Cencov, N. N.      222
Censored data      237
Censored data, consistency      241 247
Change point      45
Chen, M.      147 213
Chib, S.      213
Clarke, B.      48
Closed      10
Compact      10
Conjugate prior      53
Connor, R.J.      253
Consistency of posterior      17 26
Consistency, ${L}_{1}$       122 135
Consistency, strong      122
Consistent estimate      33
Cooke, G. E.      198
Cramer, H.      33 177
Cumulative hazard function      242 243 253 258
Datta, G.      50—52 229
Dawid, A P.      51
De Finetti's theorem      64
Dembski, W.A.      221 223 224
Density estimation      141
Dey, D. K.      213
Dey, J.      257 259 271
Diaconis, P.      21 22 31 53 55 86 113 181—185 192 195
Dirichlet density      62
Dirichlet distribution      87 89
Dirichlet distribution, Bayes estimate      95
Dirichlet distribution, polya urn      94
Dirichlet distribution, properties      89—94
Dirichlet mixtures      143
Dirichlet mixtures, normal densities      144 161 197 198 209 222
Dirichlet mixtures, normal densities, ${L}_{1}$ -Consistency      169 172
Dirichlet mixtures, normal densities, weak consistency      162 164 165
Dirichlet mixtures, uniform densities      see “Random histograms”
Dirichlet process      96
Dirichlet process, convergence properties      105
Dirichlet process, discrete support      102
Dirichlet process, existence      96
Dirichlet process, mixtures of      113
Dirichlet process, mutual singularity      110
Dirichlet process, neutral to the right      99
Dirichlet process, posterior      96
Dirichlet process, posterior consistency      106
Dirichlet process, predictive distribution      99
Dirichlet process, Sethuraman construction      103
Dirichlet process, support      104
Dirichlet process, tail free      98
Doksum, K.A      253
Doksum, K.A.      120 253 257 259
Doss, H.      166 181 198
Dragichi, L.      120 257
Dubins, L.      21
Dudley, R.      16 81
Empirical process      26
entropy      47
Erickson, RV      259 271
Escobar, M D.      142 146 147
Ferguson, T.      87 107 114 143 144 146 253 257 264
Finitely additive prior      52
Fisher information      40
Florens      146
Fortini, S.      86
Freedman, D.      21 22 24 31 55 86 113 181—185 192 195
Gasperini, M.      142 150 151
Gaudard, M.      61
Gaussian process priors      174
Ghorai, J. K.      161
Ghosal, S.      18 35 43 45 187 198 202 231
Ghosh, J K.      18 33 35 39 40 43 45—47 50—52 187 198 202 229 231
Gill, R.      237 244
Glivenko — Cantelli theorem      59
Goldschmidt — Clermont, P J.      198
Haar measure, left invariant      51
Haar measure, light invariant      51
Hannan, J      14
Hartigan, J A.      142 223
Hasminskii, R.Z.      41
Heath, D.      52 83
Hellinger distance      41
Hjort, N. L.      28 103 142 143 245 253 254 264—268
Hoeffeding's inequality      128 136
Hollander, M.      110
Hyperparameter      113 146
Ibragimov, L. A.      41
IH conditions      41
Independent increment process      253 258—260
Interior      10
Ito, K.      260
Jeffreys prior      47 49 51 221 222 225 228
Johansen, S.      244
Johnson, R.A.      35
Joint distribution      16
Joshi, S.N.      35 39 40 45
K-L support      181
Kadane, J.      35 54
Kallenberg, O.      260
Kallianpur, G.      35
Kaplan — Meier      238 241 242 249
Kass, R.      46
Keiding, N.      237
Kemperman, J.H.B.      15
Kim, Y.      254 279
Kolmogorov, A.N.      64 227
Kolmogorv strong law      199 200
Korwar, R.      110
Kraft, C.      76
Kullback — Leibler, divergence      14 126
Kullback — Leibler, support      126 129 197
Ladelli, L      86
Laplace      17 34
Lauritzen, S.L.      55
Lavine, M.      114 143 190 192 195

Leadbetter, M R.      177
LeCam's inequality      137
LeCam, L.      34 137 231 232
Lee, J.      254 279
Lehman, EL.      28 29 34
Lenk, P.      142 174 175 177 180
Leonard, T.      142 174 175
Levy measure      253 261 263
Levy representation      253 259 264
Lindley, D      35 48
Link function      198
Lo, A. Y.      142 143 161
Location parameter      181
Location parameter, consistency      185 186 188
Location parameter, Dirichlet prior      182
Location parameter, posterior for $\theta$       183
Log concave      28
logit      213
Mahalanobis, D.      222
Marginal distribution      16
Massart      234
Mauldin, R. D.      94 114 116 119
Maximum likelihood, asymptotic normality      33 34
Maximum likelihood, consistency      26 28
Maximum likelihood, estimate      26 249
Maximum likelihood, inconsistency      29
Mcqueen, J B.      103
Measure of information      48
Merging      20
Messan, C.A.      198 202 215
Metric entropy, bracketing      135 137
Metric entropy, La      135 137
Metric, ${L}_{1}$       13
Metric, compact      11 24
Metric, complete separable      13 24 58 60
Metric, Hellinger      13 58
Metric, separable space      11
Metric, space      10
Metric, supremum      59 81
Metric, total variation      13 58 60
Milhaud, X.      183
Mosimann, J.E.      253
Mueller, P.      142 146 147
Mukherjee, R      46
Mukhopadhyay, C S.      45
Mukhopadhyay, C.      45
Mukhopadhyay, S.      213 214
Muliere, P.      257 270
multinomial      24 54 67
Neal, R.      147
Neighborhood base      13
Neutral to the right prior      253
Neutral to the right prior, beta Stacy process      255
Neutral to the right prior, characterization      257
Neutral to the right prior, consistency      271 272 275 279
Neutral to the right prior, definition      254
Neutral to the right prior, Dirichlet process      255
Neutral to the right prior, existence      263
Neutral to the right prior, inconsistency      276
Neutral to the right prior, posterior      256
Neutral to the right prior, posterior Levy measure      264
Neutral to the right prior, support      262
Newton, M. A.      107 114 147
Nonergodic      52
Noniegular      35 41 44
Noninformative prior      46
Nonseparable      58 60
Nonsubjective prior      10 46 51—53 221
open      10
Packing number      224
Pericchi, L      46
Peterson, A. V.      238 246
Phadia, E.      253 257
Pollard, D.      11 26 28
Polya tree      142 209
Polya tree, consistency      118
Polya tree, existence      116
Polya tree, Kulback — Leiblei support      190
Polya tree, marginal distribution      117
Polya tree, on densities      120
Polya tree, piioi      73 198
Polya tree, posterior      117
Polya tree, predictive distribution      118
Polya tree, process      114
Polya tree, support      119
Posterior distribution      16
Posterior inconsistency      31
Posterior normality      34 35 42
Posterior robustness      18
Predictive distribution      21
Pro bit      213
Product integral      245 264
Proper centering      43
Quintana, F. A.      147
Ramamooithi, R V.      120 187 198 202 257 259 271
Random histograms      144 148 222
Random histograms, ${L}_{1}$ -consistency      156 160
Random histograms, weak consistency      150 152
Rao, B L S Piakasa      35
Rao, CR      222
Rates of convergence      141
reference prior      47 50 51
Regazzini, E.      55 86
Regression, coefficient      198
Regression, Schwartz theorem      197 198
Rubin, D      106
Rubin, H      161
Ryzin, Van J.      238 241 249
Salinetti      122
Samanta, T.      18 43 45 46
Sample paths      175 176
Savage, I R.      103
Schervish, M.      54 55 63 83 86 96 106 143 147 171
Schwartz      31
Schwarz, G.      40
Seifling, R.J.      33
Sellke, T.      166
Sethuraman, J.      79 96 103 105
Setwise convergence      58—61 81
Shannon, C L.      47
Shen, X      231
Shen, X.      221 230 232 234
Siivastava, S.M.      24
Silverman, B. W.      141
Sinha, B K.      35 39 40
Smith, R.L.      41
Stein, C.      31
Stone, M      51
Strong consistency      135
Suddeith, WD.      52 83 94 114 116 119
Support      11 24
Support, topological      11
Survival function      254
Susarla, V      238 241 249
Tail free prior      71
Tail free prior, 0—1 laws      75
Tail free prior, consistency      126
Tail free prior, existence      71
Tail free prior, on densities      76
Tail free prior, posterior      74
Teicher, H.      144
Test, exponentially consistent      127 129 203 204 214
Test, unbiased      127 131
Test, uniformly consistent      127 129 131 132
Theorem, $\pi-\lambda$       11 60
Theorem, Bernstein — von Mises      33 42 44
Theorem, Borel Isomorphism      24
Theorem, De Finetti      55 63 83 86 95
Theorem, Doob      22 31
Theorem, Kolmogoiov consistency      64 66

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