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Latent Stick-Breaking Processes
We develop a model for stochastic processes with random marginal distributions. Our model relies on a stick-breaking construction for the marginal distribution of the process, and introduces dependence across locations by using a latent Gaussian copula model as the mechanism for selecting the atoms....
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| Main Authors: | , , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
2012
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| Assuntos: | |
| Acesso em linha: | https://ncbi.nlm.nih.gov/pmc/articles/PMC3614377/ https://ncbi.nlm.nih.gov/pubmed/23559690 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1198/jasa.2010.tm08241 |
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