A new algorithm to generate beta processes

DOI10.1016/J.CSDA.2003.12.008MaRDI QIDQ957025zbMATH OpenOpenAlexFDO

Authors Jaeyong Lee, Yongdai Kim

Publication date 26 November 2008

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2003.12.008

zbMATH Keywords

Markov chain Monte Carlobeta processLévy process

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Random number generation in numerical analysis (65C10)

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Cites work

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Cited in

(15)

• A mixture of beta-Dirichlet processes prior for Bayesian analysis of event history data
• Estimation of entropy and extropy based on right censored data: a Bayesian non-parametric approach
• A Bayesian nonparametric goodness of fit test for right censored data based on approximate samples from the beta-Stacy process
• Bayesian analysis of the proportional hazards model with time-varying coefficients
• A Bernstein-von Mises theorem in the nonparametric right-censoring model
• On approximations of the beta process in latent feature models: point processes approach
• Pricing Options Under a Generalized Markov-Modulated Jump-Diffusion Model
• Bayesian Survival Analysis in Proportional Hazard Models with Logistic Relative Risk
• Markov Beta and Gamma Processes for Modelling Hazard Rates
• On metrizing vague convergence of random measures with applications on Bayesian nonparametric models
• The Beta-algorithm
• Lévy Adaptive B-spline Regression via Overcomplete Systems
• scientific article; zbMATH DE number 4018112 (Why is no real title available?)
• The Bernstein-von Mises theorem for the proportional hazard model
• Non-parametric Bayesian analysis of clustered survival data

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