A stochastic equation for the law of the random Dirichlet variance

DOI10.1016/J.SPL.2005.08.036MaRDI QIDQ2489819zbMATH OpenOpenAlexFDO

Authors Alessandra Guglielmi, Eugenio Melilli, Ilenia Epifani

Publication date 28 April 2006

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

Full work available at URL https://doi.org/10.1016/j.spl.2005.08.036

zbMATH Keywords

Distributions of functionals of Dirichlet processesIntegral transformsMoments of a distribution

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Bayesian inference (62F15)

Recommendations

• Distribution functions of means of a Dirichlet process
• Theory and numerical analysis for exact distributions of functionals of a Dirichlet process
• A stochastic equation for the distribution law of diffusion type processes
• Some new results for Dirichlet priors.
• Moment-based approximations for the law of functionals of Dirichlet processes

Cites work

• A stochastic equation for the law of the random Dirichlet variance
• Bayesian nonparametrics
• Distribution functions of means of a Dirichlet process
• Distributional results for means of normalized random measures with independent increments
• Distributional results for random functionals of a Dirichlet process
• Exact inference for random Dirichlet means
• scientific article; zbMATH DE number 3947305 (Why is no real title available?)
• scientific article; zbMATH DE number 3181396 (Why is no real title available?)
• scientific article; zbMATH DE number 486467 (Why is no real title available?)
• scientific article; zbMATH DE number 1126911 (Why is no real title available?)
• scientific article; zbMATH DE number 774881 (Why is no real title available?)
• scientific article; zbMATH DE number 775283 (Why is no real title available?)
• scientific article; zbMATH DE number 3319139 (Why is no real title available?)
• scientific article; zbMATH DE number 3056131 (Why is no real title available?)
• Linear functionals and Markov chains associated with Dirichlet processes
• Markov chain Monte Carlo estimation of the law of the mean of a Dirichlet process
• Means of a Dirichlet process and multiple hypergeometric functions.
• On approximating parametric Bayes models by nonparametric Bayes models
• Some new results for Dirichlet priors.
• Theory and numerical analysis for exact distributions of functionals of a Dirichlet process
• Uniqueness of Two Factorization Problems

Cited in

(4)

• A stochastic equation for the law of the random Dirichlet variance
• Distribution of functionals of a Ferguson-Dirichlet process over an n-dimensional ball
• Dirichlet mean identities and laws of a class of subordinators
• Distributional properties of means of random probability measures

This page was built for publication: A stochastic equation for the law of the random Dirichlet variance

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2489819)