Distributional results for means of normalized random measures with independent increments

DOI10.1214/AOS/1051027881zbMath1068.62034OpenAlexW2048370764MaRDI QIDQ1429317

Igor Prünster, Eugenio Regazzini, Antonio Lijoi

Publication date: 18 May 2004

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1051027881

zbMATH Keywords

Dirichlet processincreasing additive processrandom probability measurerando measure with independent increments

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Bayesian inference (62F15) Random measures (60G57)

Related Items (only showing first 100 items - show all)

Functional central limit theorems for stick-breaking priors ⋮ On quasi-infinitely divisible random measures ⋮ Specification of the Base Measure of Nonparametric Priors via Random Means ⋮ Gibbs Sampling for Mixtures in Order of Appearance: The Ordered Allocation Sampler ⋮ Bayesian mixture models (in)consistency for the number of clusters ⋮ Finite-dimensional Discrete Random Structures and Bayesian Clustering ⋮ A semiparametric Bayesian generalized linear mixed model for the reliability of Kevlar fibers ⋮ Martingale posterior distributions for cumulative hazard functions ⋮ A note on the dependence structure of hierarchical completely random measures ⋮ A Wasserstein Index of Dependence for Random Measures ⋮ A unified approach to hierarchical random measures ⋮ Theory and numerical analysis for exact distributions of functionals of a Dirichlet process ⋮ Dependent mixture models: clustering and borrowing information ⋮ Stochastic processes directed by randomized time ⋮ A blocked Gibbs sampler for NGG-mixture models via a priori truncation ⋮ Modelling and computation using NCoRM mixtures for density regression ⋮ Nonparametric Bayesian negative binomial factor analysis ⋮ An adaptive truncation method for inference in Bayesian nonparametric models ⋮ Probability measure-valued polynomial diffusions ⋮ On a Class of Random Probability Measures with General Predictive Structure ⋮ A Class of Normalized Random Measures with an Exact Predictive Sampling Scheme ⋮ Bayesian graphical models for modern biological applications ⋮ Fast Search and Estimation of Bayesian Nonparametric Mixture Models Using a Classification Annealing EM Algorithm ⋮ Normalized random measures driven by increasing additive processes ⋮ Functionals of Dirichlet processes, the Cifarelli-Regazzini identity and beta-gamma processes ⋮ Integrability conditions for compound random measures ⋮ Asymptotics for posterior hazards ⋮ Nonparametric Bayesian inference in applications ⋮ Computational challenges and temporal dependence in Bayesian nonparametric models ⋮ MCMC Computations for Bayesian Mixture Models Using Repulsive Point Processes ⋮ Asymptotic number of clusters for species sampling sequences with non-diffuse base measure ⋮ A general guide in Bayesian and robust Bayesian estimation using Dirichlet processes ⋮ On the posterior distribution of classes of random means ⋮ The two-parameter Poisson-Dirichlet point process ⋮ Quantitative comparisons between finitary posterior distributions and Bayesian posterior distributions ⋮ Bayesian inference with dependent normalized completely random measures ⋮ Asymptotics for a Bayesian nonparametric estimator of species variety ⋮ Bayesian nonparametric Plackett-Luce models for the analysis of preferences for college degree programmes ⋮ On posterior consistency of tail index for Bayesian kernel mixture models ⋮ BNPdensity: Bayesian nonparametric mixture modelling in R ⋮ On the stick-breaking representation of \(\sigma\)-stable Poisson-Kingman models ⋮ Exchangeable Hoeffding decompositions over finite sets: a combinatorial characterization and counterexamples ⋮ A unified construction for series representations and finite approximations of completely random measures ⋮ Stick-Breaking Processes With Exchangeable Length Variables ⋮ On a nonparametric change point detection model in Markovian regimes ⋮ Distributions of linear functionals of two parameter Poisson-Dirichlet random measures ⋮ Usage of a pair of \(\mathbf S\)-paths in Bayesian estimation of a unimodal density ⋮ Exchangeable min-id sequences: characterization, exponent measures and non-decreasing id-processes ⋮ Sparse Graphs Using Exchangeable Random Measures ⋮ Sufficientness postulates for Gibbs-type priors and hierarchical generalizations ⋮ Bayesian nonparametric estimation and consistency of mixed multinomial logit choice models ⋮ A conjugate class of random probability measures based on tilting and with its posterior analysis ⋮ A vector of Dirichlet processes ⋮ Distribution on Warp Maps for Alignment of Open and Closed Curves ⋮ Posterior analysis for some classes of nonparametric models ⋮ Sampling hierarchies of discrete random structures ⋮ Predictive construction of priors in Bayesian nonparametrics ⋮ Limiting behavior of the search cost distribution for the move-to-front rule in the stable case ⋮ Dirichlet mean identities and laws of a class of subordinators ⋮ New prior near-ignorance models on the simplex ⋮ Compound Dirichlet Processes ⋮ Distribution theory for hierarchical processes ⋮ Bayesian nonparametric estimators derived from conditional Gibbs structures ⋮ Boundary driven zero-range processes in random media ⋮ Posterior Analysis for Normalized Random Measures with Independent Increments ⋮ Hierarchical Normalized Completely Random Measures to Cluster Grouped Data ⋮ Truncated random measures ⋮ Theory and computations for the Dirichlet process and related models: an overview ⋮ A Bayesian semiparametric vector multiplicative error model ⋮ Limiting behaviour of the stationary search cost distribution driven by a generalized gamma process ⋮ Quasi-invariance properties of a class of subordinators ⋮ A moment-matching Ferguson \& Klass algorithm ⋮ Linear and quadratic functionals of random hazard rates: An asymptotic analysis ⋮ Bayesian density estimation and model selection using nonparametric hierarchical mixtures ⋮ On a class of distributions on the simplex ⋮ A stochastic equation for the law of the random Dirichlet variance ⋮ Distributional properties of means of random probability measures ⋮ Bayesian nonparametric analysis for a generalized Dirichlet process prior ⋮ Poisson calculus for spatial neutral to the right processes ⋮ The Ornstein-Uhlenbeck Dirichlet process and other time-varying processes for Bayesian nonparametric inference ⋮ Multiscale stick-breaking mixture models ⋮ Stationary mixture transition distribution (MTD) models via predictive distributions ⋮ Modeling the Association Between Clusters of SNPs and Disease Responses ⋮ On a class of \(\sigma \)-stable Poisson-Kingman models and an effective marginalized sampler ⋮ Introduction to ``On a class of \(\sigma \)-stable Poisson-Kingman models and an effective marginalized sampler by S. Favaro, M. Lomeli, Y. W. Teh ⋮ Modeling with normalized random measure mixture models ⋮ MCMC for normalized random measure mixture models ⋮ Hierarchical normalized completely random measures for robust graphical modeling ⋮ Latent nested nonparametric priors (with discussion) ⋮ Sparse networks with core-periphery structure ⋮ Hoeffding decompositions and urn sequences ⋮ A review of uncertainty quantification for density estimation ⋮ A nonparametric dependent process for Bayesian regression ⋮ Stick-breaking representation and computation for normalized generalized gamma processes ⋮ Nonexchangeable random partition models for microclustering ⋮ Measuring dependence in the Wasserstein distance for Bayesian nonparametric models ⋮ Predictive inference with Fleming-Viot-driven dependent Dirichlet processes ⋮ Almost sure weak convergence of random probability measures ⋮ Low information omnibus (LIO) priors for Dirichlet process mixture models ⋮ Exchangeable claim sizes in a compound Poisson-type process

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Distribution functions of means of a Dirichlet process
• Nonparametric Bayes estimators based on beta processes in models for life history data
• The fractional calculus. Theory and applications of differentiation and integration to arbitrary order
• Bayesian nonparametric estimation based on censored data
• The two-parameter Poisson-Dirichlet distribution derived from a stable subordinator
• Beta-stacy processes and a generalization of the Pólya-Urn scheme
• Tailfree and neutral random probabilities and their posterior distributions
• Prior distributions on spaces of probability measures
• Theory and numerical analysis for exact distributions of functionals of a Dirichlet process
• Order statistics for jumps of normalised subordinators
• Completely random measures
• Approximation of Laws of Random Probabilities by Mixtures of Dirichlet Distributions with Applications to Nonparametric Bayesian Inference
• Linear functionals and Markov chains associated with Dirichlet processes
• Inversion Formulae for the Distribution of Ratios
• An infinite-dimensional analogue of the Lebesgue measure and distinguished properties of the gamma process

This page was built for publication: Distributional results for means of normalized random measures with independent increments