Multivariate Density Estimation by Bayesian Sequential Partitioning
贝叶斯序贯分割的多元密度估计
Consider a class of densities that are piecewise constant functions over partitions of the sample space defined by sequential coordinate partitioning. We introduce a prior distribution for a density in this function class and derive in closed form the marginal posterior distribution of the corresponding partition. A computationally efficient method, based on sequential importance sampling, is presented for the inference of the partition from this posterior distribution.…