sanba - Fitting Shared Atoms Nested Models via MCMC or Variational Bayes
An efficient tool for fitting nested mixture models based
on a shared set of atoms via Markov Chain Monte Carlo and
variational inference algorithms. Specifically, the package
implements the common atoms model (Denti et al., 2023), its
finite version (similar to D'Angelo et al., 2023), and a hybrid
finite-infinite model (D'Angelo and Denti, 2026). All models
implement univariate nested mixtures with Gaussian kernels
equipped with a normal-inverse gamma prior distribution on the
parameters. Additional functions are provided to help analyze
the results of the fitting procedure. References: Denti,
Camerlenghi, Guindani, Mira (2023)
<doi:10.1080/01621459.2021.1933499>, D’Angelo, Canale, Yu,
Guindani (2023) <doi:10.1111/biom.13626>, D’Angelo, Denti
(2026) <doi:10.1214/24-BA1458>.