Gibbs Sampling with a Dirichlet Process
This is the third in a series of postings on the use of Dirichlet processes for non-parametric Bayesian analysis and their implementation in Stata. In this posting I will create a Stata program that fits a Bayesian model that incorporates a Dirichlet process prior. As my example I will model the peak expiratory flow measurements […]
Non-parametric Bayesian Analysis
On the internet there is a host of sites that describe the mathematics of Dirichlet processes, but very few of them try to explain the ideas behind the algebra. Dirichlet process methods are very important for modern Bayesian analysis and raise a number of interesting programming issues when they are to be implemented in Stata, […]
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