Vectors of two-parameter Poisson-Dirichlet processes

DOI10.1016/J.JMVA.2010.10.008zbMath1207.62062OpenAlexW2086772315MaRDI QIDQ631612

Antonio Lijoi, Fabrizio Leisen

Publication date: 14 March 2011

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2010.10.008

zbMATH Keywords

posterior distributionpartial exchangeabilityPoisson-Dirichlet processLévy copulaBayesian nonparametric statisticsbivariate completely random measures

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Bayesian inference (62F15) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Random measures (60G57) Nonparametric inference (62G99)

Related Items (18)

Modelling and computation using NCoRM mixtures for density regression ⋮ Dependent Bayesian nonparametric modeling of compositional data using random Bernstein polynomials ⋮ A Dirichlet process functional approach to heteroscedastic-consistent covariance estimation ⋮ Integrability conditions for compound random measures ⋮ Bayesian inference with dependent normalized completely random measures ⋮ A vector of Dirichlet processes ⋮ Copula based factorization in Bayesian multivariate infinite mixture models ⋮ Beta-product dependent Pitman-Yor processes for Bayesian inference ⋮ Theory and computations for the Dirichlet process and related models: an overview ⋮ Series representations for multivariate time-changed Lévy models ⋮ Bayesian nonparametric estimation of survival functions with multiple-samples information ⋮ Compound vectors of subordinators and their associated positive Lévy copulas ⋮ Modeling for Dynamic Ordinal Regression Relationships: An Application to Estimating Maturity of Rockfish in California ⋮ On Bayesian nonparametric modelling of two correlated distributions ⋮ Measuring dependence in the Wasserstein distance for Bayesian nonparametric models ⋮ The dependent Dirichlet process and related models ⋮ Transport distances on random vectors of measures: recent advances in Bayesian nonparametrics ⋮ A multivariate extension of a vector of two-parameter Poisson–Dirichlet processes

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• The two-parameter Poisson-Dirichlet distribution derived from a stable subordinator
• Exchangeable and partially exchangeable random partitions
• Characterization of dependence of multidimensional Lévy processes using Lévy copulas
• A Bayesian analysis of some nonparametric problems
• Approximation of Laws of Random Probabilities by Mixtures of Dirichlet Distributions with Applications to Nonparametric Bayesian Inference
• The Nested Dirichlet Process
• Hierarchical Dirichlet Processes
• The Matrix Stick-Breaking Process
• An Introduction to the Theory of Point Processes
• Gibbs Sampling Methods for Stick-Breaking Priors
• Financial Modelling with Jump Processes
• A Multivariate Faa di Bruno Formula with Applications
• Controlling the Reinforcement in Bayesian Non-Parametric Mixture Models
• An ANOVA Model for Dependent Random Measures

This page was built for publication: Vectors of two-parameter Poisson-Dirichlet processes