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)

Full work available at URL https://doi.org/10.1017/S0305004100077951

zbMATH Keywords

beta distributionDirichlet processinvariant measurelinear functionals of Markov chainsweak convergenceweakly 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)

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

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