Stochastic approximations to the Pitman-Yor process

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

zbMATH Keywords

asymptotic distribution; stochastic approximation; Bayesian nonparametrics; stopping rule; Pitman-Yor process; random probability measure; random functionals

Mathematics Subject Classification ID

62E20: Asymptotic distribution theory in statistics

62C10: Bayesian problems; characterization of Bayes procedures

62L20: Stochastic approximation

60G57: Random measures

Related Items

On quasi-infinitely divisible random measures, Bayesian Nonparametric Panel Markov-Switching GARCH Models, Bernstein-von Mises theorem for the Pitman-Yor process of nonnegative type, Importance conditional sampling for Pitman-Yor mixtures, Sampling hierarchies of discrete random structures, A simple proof of Pitman-Yor's Chinese restaurant process from its stick-breaking representation, Stochastic approximations to the Pitman-Yor process

Uses Software

• DPpackage

Cites Work

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