Convexification and multimodality of random probability measures
Seminar Room 1, Newton Institute
In this work we develop and describe a new class of nonparametric prior distributions on the subspace of the random multivariate distributions. Our methodology is based on a variant of Khinchin's representation theorem for unimodal distributions extended to multimodal multivariate cases. Results using our approach in a bivariate setting with a random draw from a Dirichlet process are presented.
- http://ba.stat.cmu.edu/journal/2007/vol02/issue01/kokolakis.pdf - Bayesian Analysis