On a Gibbs sampler based random process in Bayesian nonparametrics

DOI10.1214/09-EJS563MaRDI QIDQ1952037zbMATH OpenOpenAlexFDO

Authors Stefano Favaro, Matteo Ruggiero, Stephen G. Walker

Publication date 27 May 2013

Published in Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.ejs/1262617419

zbMATH Keywords

Bayesian nonparametricsGibbs samplerDirichlet processrandom probability measureBlackwell-MacQueen Pólya urn scheme

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Diffusion processes (60J60) Bayesian problems; characterization of Bayes procedures (62C10) Discrete-time Markov processes on general state spaces (60J05) Random measures (60G57)

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• Markov chain Monte Carlo estimation of the law of the mean of a Dirichlet process
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• Prior distributions on spaces of probability measures
• Sampling-Based Approaches to Calculating Marginal Densities

Cited in

(13)

• Dynamic density estimation with diffusive Dirichlet mixtures
• A note on ``Bayesian nonparametric estimators derived from conditional Gibbs structures
• On the distribution of random Dirichlet jumps
• Gibbs and autoregressive Markov processes
• A nonparametric dependent process for Bayesian regression
• A class of measure-valued Markov chains and Bayesian nonparametrics
• Static-parameter estimation in piecewise deterministic processes using particle Gibbs samplers
• On metrizing vague convergence of random measures with applications on Bayesian nonparametric models
• Q-Markov random probability measures and their posterior distributions.
• Predictive inference with Fleming-Viot-driven dependent Dirichlet processes
• Non‐parametric Bayesian Inference for Integrals with respect to an Unknown Finite Measure
• Conjugacy properties of time-evolving Dirichlet and gamma random measures
• A fleming-Viot process and Bayesian nonparametrics

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