Linear functionals and Markov chains associated with Dirichlet processes

DOI10.1017/S0305004100077951MaRDI QIDQ3833381zbMATH OpenFDO

Authors R. L. Tweedie, Paul D. Feigin

Publication date 1989

Published in Mathematical Proceedings of the Cambridge Philosophical Society (Search for Journal in Brave)

zbMATH Keywords

beta distributionweak convergenceDirichlet processinvariant measurelinear functionals of Markov chainsweakly convergent and not Harris ergodic

Mathematics Subject Classification ID

Continuous-time Markov processes on discrete state spaces (60J27)

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Cited in

(24)

• Specification of the Base Measure of Nonparametric Priors via Random Means
• Characterising random partitions by random colouring
• Geometric stick-breaking processes for continuous-time Bayesian nonparametric modeling
• A time dependent Bayesian nonparametric model for air quality analysis
• Multiple integral representation for functionals of Dirichlet processes
• Distributional results for means of normalized random measures with independent increments
• A class of measure-valued Markov chains and Bayesian nonparametrics
• Quantitative multidimensional central limit theorems for means of the Dirichlet-Ferguson measure
• On a Gibbs sampler based random process in Bayesian nonparametrics
• On the posterior distribution of classes of random means
• The two-parameter Poisson-Dirichlet point process
• Conditions for convergence of random coefficient \(\mathrm{AR}(1)\) processes and perpetuities in higher dimensions
• Means of a Dirichlet process and multiple hypergeometric functions.
• A stochastic equation for the law of the random Dirichlet variance
• Normalized random measures driven by increasing additive processes
• Distributional properties of means of random probability measures
• Non‐parametric Bayesian Inference for Integrals with respect to an Unknown Finite Measure
• Some new results for Dirichlet priors.
• Theory and computations for the Dirichlet process and related models: an overview
• Theory and numerical analysis for exact distributions of functionals of a Dirichlet process
• Functionals of Dirichlet processes, the Cifarelli-Regazzini identity and beta-gamma processes
• Convergence rates and moments of Markov chains associated with the mean of Dirichlet processes.
• One-shot coupling for certain stochastic recursive sequences.
• Linear dynamics for the state vector of Markov chain functions

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