Functionals of Dirichlet processes, the Cifarelli-Regazzini identity and beta-gamma processes

DOI10.1214/009053604000001237zbMath1071.62026arXivmath/0505606OpenAlexW3102036341MaRDI QIDQ2388352

Lancelot F. James

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/0505606

Mathematics Subject Classification ID

Bayesian inference (62F15) Inference from stochastic processes (62M99) Nonparametric inference (62G99)

Related Items (14)

Restricted Indian buffet processes ⋮ On the posterior distribution of classes of random means ⋮ Strong approximations of BSDEs in a domain ⋮ Distributions of linear functionals of two parameter Poisson-Dirichlet random measures ⋮ A conjugate class of random probability measures based on tilting and with its posterior analysis ⋮ Dirichlet mean identities and laws of a class of subordinators ⋮ Semiparametric Bayes hierarchical models with mean and variance constraints ⋮ Posterior Analysis for Normalized Random Measures with Independent Increments ⋮ A generalized constructive definition for the Dirichlet process ⋮ Goodness-of-fit tests based on the distance between the Dirichlet process and its base measure ⋮ Distributional properties of means of random probability measures ⋮ On a generalized Chu-Vandermonde identity ⋮ Discussion of ``On simulation and properties of the stable law by L. Devroye and L. James ⋮ Some issues in nonparametric Bayesian modeling using species sampling models

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