Date of Award
Spring 5-2018
Degree Name
Master of Arts (AM/MA)
Degree Type
Thesis
Abstract
In modern data analysis, nonparametric Bayesian methods have become increasingly popular. These methods can solve many important statistical inference problems, such as density estimation, regression and survival analysis. In this thesis, We utilize several nonparametric Bayesian methods for density estimation. In particular, we use mixtures of Dirichlet processes (MDP) and mixtures of Polya trees (MPT) priors to perform Bayesian density estimation based on simulated data. The target density is a mixture of normal distributions, which makes the estimation problem non-trivial. The performance of these methods with frequentist nonparametric kernel density estimators is assessed according to a mean-square error criterion. For the cases we consider, the nonparametric Bayesian methods outperform their frequentist counterpart.
Language
English (en)
Chair and Committee
Todd Kuffner
Committee Members
Jimin Ding, José E. Figueroa-López
Recommended Citation
Wang, Yanyi, "Density Estimation Using Nonparametric Bayesian Methods" (2018). Arts & Sciences Electronic Theses and Dissertations. 1507.
https://openscholarship.wustl.edu/art_sci_etds/1507
Comments
Permanent URL: https://doi.org/10.7936/K70Z72R7