A class of normalized random measures with an exact predictive sampling scheme

DOI10.1111/J.1467-9469.2011.00749.XMaRDI QIDQ2914945zbMATH OpenOpenAlexFDO

Authors Lorenzo Trippa, Stefano Favaro

Publication date 21 September 2012

Published in Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/2318/97243

zbMATH Keywords

Dirichlet processcompletely random measuresnormalized random measures with independent incrementspredictive distributionsBayesian non-parametricsspecies sampling problemsGibbs-type random probability measurescoupling from the past method

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Bayesian inference (62F15) Nonparametric estimation (62G05) Sampling theory, sample surveys (62D05) Random measures (60G57)

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Cited in

(5)

• Defining predictive probability functions for species sampling models
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• On a class of random probability measures with general predictive structure
• MCMC for normalized random measure mixture models

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