Moment-based approximations for the law of functionals of Dirichlet processes

MaRDI QIDQ3185078zbMATH OpenFDO

Authors Ilenia Epifani, Alessandra Guglielmi, Eugenio Melilli

Publication date 23 October 2009

Full work available at URL http://www.m-hikari.com/ams/ams-password-2009/ams-password17-20-2009/index.html

zbMATH Keywords

approximations by momentsdistributions of functionals of Dirichlet processesmoments of distributions

Mathematics Subject Classification ID

Approximations to statistical distributions (nonasymptotic) (62E17) Bayesian inference (62F15) Inference from stochastic processes (62M99)

Recommendations

• Theory and numerical analysis for exact distributions of functionals of a Dirichlet process
• Multiple integral representation for functionals of Dirichlet processes
• Approximating distributions of random functionals of Ferguson-Dirichlet priors
• A note on the scale parameter of the dirichlet process
• Distribution functions of means of a Dirichlet process

Cited in

(10)

• Multiple integral representation for functionals of Dirichlet processes
• Quantitative approximation to the ordered Dirichlet distribution under varying basic probability spaces
• Full Bayesian inference with hazard mixture models
• Theory and numerical analysis for exact distributions of functionals of a Dirichlet process
• Means of a Dirichlet process and multiple hypergeometric functions.
• Stochastic approximations to the Pitman-Yor process
• A stochastic equation for the law of the random Dirichlet variance
• Approximating distributions of random functionals of Ferguson-Dirichlet priors
• On a rapid simulation of the Dirichlet process
• Markov chain Monte Carlo estimation of the law of the mean of a Dirichlet process

This page was built for publication: Moment-based approximations for the law of functionals of Dirichlet processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3185078)