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Some covariance models based on normal scale mixtures
cross covariance function Gneiting's class rainfall model spatio-temporal model
2011/3/24
Modelling spatio-temporal processes has become an important issue in current research. Since Gaussian processes are essentially determined by their second order structure, broad classes of covariance ...
Perfect Simulation for Mixtures with Known and Unknown Number of components
Bounding chains Dirichlet process Gibbs sampling Mixtures Optimization Perfect Sam-pling
2011/3/24
We propose and develop a novel and effective perfect sampling methodology for simulating from posteriors corresponding to mixtures with either known (fixed) or unknown number of components. For the la...