Normalized random measures driven by increasing additive processes
From MaRDI portal
Publication:2388328
DOI10.1214/009053604000000625zbMath1069.62029arXivmath/0508592OpenAlexW3101682570MaRDI QIDQ2388328
Igor Prünster, Stephen G. Walker, Luis E. Nieto-Barajas
Publication date: 12 September 2005
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0508592
increasing additive processBayesian nonparametric inferenceLevy measuremixtures of Dirichlet processesdistribution of means of random probability measures
Related Items
Bayesian semiparametric analysis of short- and long-term hazard ratios with covariates, An adaptive truncation method for inference in Bayesian nonparametric models, Importance conditional sampling for Pitman-Yor mixtures, A Class of Normalized Random Measures with an Exact Predictive Sampling Scheme, Full Bayesian inference with hazard mixture models, Generalized moment theory and Bayesian robustness analysis for hierarchical mixture models, On the posterior distribution of classes of random means, The two-parameter Poisson-Dirichlet point process, Quantitative comparisons between finitary posterior distributions and Bayesian posterior distributions, A unified construction for series representations and finite approximations of completely random measures, Specification of the Base Measure of Nonparametric Priors via Random Means, Distribution on Warp Maps for Alignment of Open and Closed Curves, Posterior Sampling When the Normalizing Constant is Unknown, A moment-matching Ferguson \& Klass algorithm, On a class of distributions on the simplex, Distributional properties of means of random probability measures, Bayesian nonparametric analysis for a generalized Dirichlet process prior, The Ornstein-Uhlenbeck Dirichlet process and other time-varying processes for Bayesian nonparametric inference, Multiscale stick-breaking mixture models, Bayesian nonparametric model selection and model testing, On a class of \(\sigma \)-stable Poisson-Kingman models and an effective marginalized sampler, Modeling with normalized random measure mixture models, MCMC for normalized random measure mixture models, Nonexchangeable random partition models for microclustering, Log-Linear Bayesian Additive Regression Trees for Multinomial Logistic and Count Regression Models, Bayesian Poisson process partition calculus with an application to Bayesian Lévy moving averages, On the Truncation Error of a Superposed Gamma Process, Defining predictive probability functions for species sampling models
Cites Work
- Unnamed Item
- Unnamed Item
- On a class of Bayesian nonparametric estimates: I. Density estimates
- Distribution functions of means of a Dirichlet process
- Nonparametric Bayes estimators based on beta processes in models for life history data
- A Bayesian nonparametric approach to reliability
- Beta-stacy processes and a generalization of the Pólya-Urn scheme
- Practical nonparametric and semiparametric Bayesian statistics
- Distributional results for means of normalized random measures with independent increments
- De Finetti's contribution to probability and statistics
- Theory and numerical analysis for exact distributions of functionals of a Dirichlet process
- Means of a Dirichlet process and multiple hypergeometric functions.
- A Bayesian analysis of some nonparametric problems
- A survey of product-integration with a view toward application in survival analysis
- Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics
- Exponential functionals and means of neutral-to-the-right priors
- Linear functionals and Markov chains associated with Dirichlet processes
- Considerazioni generali sull’impostazione Bayesiana di problemi non parametrici. Le medie associative nel contesto del processo aleatorio di Dirichlet parte II
- Poisson/gamma random field models for spatial statistics
- Approximating distributions of random functionals of Ferguson-Dirichlet priors
- Miscellanea. Representations of Levy processes without Gaussian components
- Bayesian Density Estimation and Inference Using Mixtures
- A Representation of Independent Increment Processes without Gaussian Components
- Inversion Formulae for the Distribution of Ratios
- Markov chain Monte Carlo estimation of the law of the mean of a Dirichlet process
- Lévy-driven CARMA processes