Ramsés H. Mena

On a Dirichlet Process Mixture Representation of Phase-Type Distributions

2021 · Bayesian Analysis

An explicit representation of phase-type distributions as an infinite mixture of Erlang distributions is introduced. The representation unveils a novel and useful connection between a class of Bayesian nonparametric mixture models and phase-type distributions. In …

Martingale Posterior Inference for Finite Mixture Models and Clustering

2024 · Journal of Computational and Graphical Statistics

Martingale posterior inference is employed to quantify uncertainty for a finite mixture model with an unknown number of components. New ideas for Bayesian analysis, particularly focusing on martingale posterior distributions, are applied to focus on …