On a rapid simulation of the Dirichlet process

DOI10.1016/j.spl.2012.01.020zbMath1247.60045arXiv1107.0521MaRDI QIDQ433573

Luai Al-Labadi, Mahmoud Zarepour

Publication date: 5 July 2012

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1107.0521

zbMATH Keywords

Dirichlet process; Lévy measure; gamma process; nonparametric Bayesian; stick-breaking representation

Mathematics Subject Classification ID

65C05: Monte Carlo methods

60F15: Strong limit theorems

62G99: Nonparametric inference

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