On simulations from the two-parameter Poisson-Dirichlet process and the normalized inverse-Gaussian process

DOI10.1007/s13171-013-0033-0zbMath1307.65014arXiv1209.5359OpenAlexW2112924360MaRDI QIDQ2257024

Mahmoud Zarepour, Luai Al-Labadi

Publication date: 23 February 2015

Published in: Sankhyā. Series A (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1209.5359

zbMATH Keywords

simulationDirichlet processnonparametric Bayesian inferencestick-breaking representationnormalized inverse-Gaussian processtwo-parameter Poisson-Dirichlet processnormalized stable law process

Mathematics Subject Classification ID

Bayesian inference (62F15)

Related Items (14)

Kullback-Leibler divergence for Bayesian nonparametric model checking ⋮ An adaptive truncation method for inference in Bayesian nonparametric models ⋮ A consistent bayesian bootstrap for chi-squared goodness-of-fit test using a dirichlet prior ⋮ On functional central limit theorems of Bayesian nonparametric priors ⋮ The two-sample problem via relative belief ratio ⋮ A necessary Bayesian nonparametric test for assessing multivariate normality ⋮ Truncated Poisson-Dirichlet approximation for Dirichlet process hierarchical models ⋮ Two-sample Kolmogorov-Smirnov test using a Bayesian nonparametric approach ⋮ On metrizing vague convergence of random measures with applications on Bayesian nonparametric models ⋮ A Bayesian nonparametric estimation to entropy ⋮ On approximations of the beta process in latent feature models: point processes approach ⋮ Stochastic approximations to the Pitman-Yor process ⋮ Exact simulation of two-parameter Poisson-Dirichlet random variables ⋮ Bayesian estimation of extropy and goodness of fit tests

Cites Work

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• Continuous Bivariate Distributions
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• Bayesian Semiparametric Median Regression Modeling
• Gibbs Sampling Methods for Stick-Breaking Priors
• A Representation of Independent Increment Processes without Gaussian Components
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