A simple proof of the almost sure discreteness of a class of random measures.

DOI10.1016/j.spl.2003.08.005zbMath1116.60335OpenAlexW1981841280MaRDI QIDQ1423057

Lancelot F. James

Publication date: 14 February 2004

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2003.08.005

zbMATH Keywords

Dirichlet processPoisson processLévy measuregamma processCompletely random measuresGeneralizedDisintegrations

Mathematics Subject Classification ID

Bayesian inference (62F15) Random measures (60G57) Foundations of stochastic processes (60G05)

Related Items (6)

A Class of Normalized Random Measures with an Exact Predictive Sampling Scheme ⋮ Posterior analysis for some classes of nonparametric models ⋮ Posterior Analysis for Normalized Random Measures with Independent Increments ⋮ On a Gibbs characterization of normalized generalized gamma processes ⋮ MCMC for normalized random measure mixture models ⋮ Conjugacy as a Distinctive Feature of the Dirichlet Process

Cites Work

• On a class of Bayesian nonparametric estimates. II: Hazard rate estimates
• Size-biased sampling of Poisson point processes and excursions
• An introduction to the theory of point processes
• Discreteness of Ferguson selections
• Completely random measures
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