Bayesian Nonparametric Approach to Multiple Testing

Ghosal, Subhashis

doi:10.1142/9789814273633_0007

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Cited by 2 publications

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“…However, currently nothing is known about PR in such cases; in fact, even defining the PR algorithm in such cases is not clear. A suggestion is made in Ghosal and Roy (2009) but, to my knowledge, no one has pursued this direction at all.…”

Section: Open Problemsmentioning

confidence: 99%

A Survey of Nonparametric Mixing Density Estimation via the Predictive Recursion Algorithm

Martin

2019

Sankhya B

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Nonparametric estimation of a mixing density based on observations from the corresponding mixture is a challenging statistical problem. This paper surveys the literature on a fast, recursive estimator based on the predictive recursion algorithm. After introducing the algorithm and giving a few examples, I summarize the available asymptotic convergence theory, describe an important semiparametric extension, and highlight two interesting applications. I conclude with a discussion of several recent developments in this area and some open problems.

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Section: Open Problemsmentioning

confidence: 99%