Approximating predictive probabilities of Gibbs-type priors (Q2023853)
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English | Approximating predictive probabilities of Gibbs-type priors |
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Approximating predictive probabilities of Gibbs-type priors (English)
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3 May 2021
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From the authors' abstract: Gibbs-type random probability measures, or Gibbs-type priors, are arguably the most ``natural'' generalization of the celebrated Dirichlet prior. Among them the two parameter Poisson-Dirichlet prior certainly stands out in terms of mathematical tractability and interpretability of its predictive probabilities, which made it the natural candidate in a plethora of applications. Given a random sample of size \(n\) from an arbitrary Gibbs-type prior, we show that the corresponding predictive probabilities admit a large \(n\) approximation.
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Bayesian nonparametrics
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mixture modeling
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Gibbs-type prior
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normalized generalized gamma prior
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first and second order asymptotic approximations
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predictive probabilities
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two parameter Poisson-Dirichlet prior
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