Markov chain Monte Carlo estimation of the law of the mean of a Dirichlet process

DOI10.2307/3318726zbMath1005.62073OpenAlexW2013245210MaRDI QIDQ5951609

Alessandra Guglielmi, Richard L. Tweedie

Publication date: 26 February 2003

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bj/1079559463

zbMATH Keywords

rate of convergence Markov chain Monte Carlo Dirichlet process Markov chains with general state space mean functional

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Monte Carlo methods (65C05) Discrete-time Markov processes on general state spaces (60J05) Numerical analysis or methods applied to Markov chains (65C40)

Related Items (16)

Theory and numerical analysis for exact distributions of functionals of a Dirichlet process ⋮ Corrigendum to ``Bounds on regeneration times and convergence rates for Markov chains ⋮ Normalized random measures driven by increasing additive processes ⋮ Optimal sample size for estimating the mean concentration of invasive organisms in ballast water via a semiparametric Bayesian analysis ⋮ On a rapid simulation of the Dirichlet process ⋮ On a Gibbs sampler based random process in Bayesian nonparametrics ⋮ A class of measure-valued Markov chains and Bayesian nonparametrics ⋮ Unnamed Item ⋮ A generalized constructive definition for the Dirichlet process ⋮ One-shot coupling for certain stochastic recursive sequences. ⋮ A stochastic equation for the law of the random Dirichlet variance ⋮ Distributional properties of means of random probability measures ⋮ Exact inference for random Dirichlet means ⋮ Non‐parametric Bayesian Inference for Integrals with respect to an Unknown Finite Measure ⋮ A Dirichlet process mixture model for the analysis of correlated binary responses ⋮ Convergence rates and moments of Markov chains associated with the mean of Dirichlet processes.

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