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1. 1. Bayesian Modeling of Conditional Densities

   Författare :Feng Li; Mattias Villani; Sylvia Frühwirth-Schnatter; Stockholms universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Bayesian inference; Density estimation; smooth mixtures; surface regression; copulas; Markov chain Monte Carlo; Statistics; statistik;

   Sammanfattning : This thesis develops models and associated Bayesian inference methods for flexible univariate and multivariate conditional density estimation. The models are flexible in the sense that they can capture widely differing shapes of the data. The estimation methods are specifically designed to achieve flexibility while still avoiding overfitting. LÄS MER