Stochastic approximations to the Pitman-Yor process
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Publication:2290710
DOI10.1214/18-BA1127zbMath1435.62076arXiv1806.10867MaRDI QIDQ2290710
Igor Prünster, Pierpaolo De Blasi, Julyan Arbel
Publication date: 29 January 2020
Published in: Bayesian Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1806.10867
asymptotic distribution; stochastic approximation; Bayesian nonparametrics; stopping rule; Pitman-Yor process; random probability measure; random functionals
62E20: Asymptotic distribution theory in statistics
62C10: Bayesian problems; characterization of Bayes procedures
62L20: Stochastic approximation
60G57: Random measures
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