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The multivariate beta process and an extension of the Polya tree model

We introduce a novel stochastic process that we term the multivariate beta process. The process is defined for modelling-dependent random probabilities and has beta marginal distributions. We use this process to define a probability model for a family of unknown distributions indexed by covariates....

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Autors principals: Trippa, Lorenzo, Müller, Peter, Johnson, Wesley
Format: Artigo
Idioma:Inglês
Publicat: Oxford University Press 2011
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Accés en línia:https://ncbi.nlm.nih.gov/pmc/articles/PMC3744636/
https://ncbi.nlm.nih.gov/pubmed/23956460
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1093/biomet/asq072
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