Abstract
This paper studies the impact of classical measurement error on a Dependent Dirichlet Process (DDP). Specifically, we study a Simulation-Extrapolation (SIMEX) algorithm, adapted to a nonparametric Bayesian framework, that assesses the impact of measurement error by inducing even further error in the covariate. We illustrate the algorithm via a battery of numerical experiments.
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Bernieri, E., de Carvalho, M. (2022). On Classical Measurement Error within a Bayesian Nonparametric Framework. In: Bispo, R., Henriques-Rodrigues, L., Alpizar-Jara, R., de Carvalho, M. (eds) Recent Developments in Statistics and Data Science. SPE 2021. Springer Proceedings in Mathematics & Statistics, vol 398. Springer, Cham. https://doi.org/10.1007/978-3-031-12766-3_24
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