On simulations from the two-parameter Poisson-Dirichlet process and the normalized inverse-Gaussian process
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Abstract: In this paper, we develop simple, yet efficient, procedures for sampling approximations of the two-Parameter Poisson-Dirichlet Process and the normalized inverse-Gaussian process. We compare the efficiency of the new approximations to the corresponding stick-breaking approximations, in which we demonstrate a substantial improvement.
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Cites work
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Cited in
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- On approximations of the beta process in latent feature models: point processes approach
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- A Bayesian nonparametric estimation to entropy
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- A necessary Bayesian nonparametric test for assessing multivariate normality
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- On a rapid simulation of the Dirichlet process
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