Posterior Analysis for Normalized Random Measures with Independent Increments

DOI10.1111/j.1467-9469.2008.00609.xzbMath1190.62052OpenAlexW1807780152MaRDI QIDQ3552951

Igor Prünster, Antonio Lijoi, Lancelot F. James

Publication date: 22 April 2010

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

Full work available at URL: https://doi.org/10.1111/j.1467-9469.2008.00609.x

zbMATH Keywords

predictive distributionsmarginal distributionsBlackwell-Mac Queen sampling

Mathematics Subject Classification ID

Bayesian inference (62F15) Random measures (60G57)

Related Items

Restricted Indian buffet processes ⋮ Dependent mixture models: clustering and borrowing information ⋮ Bayesian semiparametric analysis of short- and long-term hazard ratios with covariates ⋮ A blocked Gibbs sampler for NGG-mixture models via a priori truncation ⋮ Modelling and computation using NCoRM mixtures for density regression ⋮ An adaptive truncation method for inference in Bayesian nonparametric models ⋮ On a Class of Random Probability Measures with General Predictive Structure ⋮ A Class of Normalized Random Measures with an Exact Predictive Sampling Scheme ⋮ Integrability conditions for compound random measures ⋮ Nonparametric Bayesian inference in applications ⋮ MCMC Computations for Bayesian Mixture Models Using Repulsive Point Processes ⋮ On functional central limit theorems of Bayesian nonparametric priors ⋮ On the posterior distribution of classes of random means ⋮ The two-parameter Poisson-Dirichlet point process ⋮ Bayesian mixed effects models for zero-inflated compositions in microbiome data analysis ⋮ Beta-binomial stick-breaking non-parametric prior ⋮ Bayesian inference with dependent normalized completely random measures ⋮ Asymptotics for a Bayesian nonparametric estimator of species variety ⋮ Bayesian nonparametric Plackett-Luce models for the analysis of preferences for college degree programmes ⋮ On posterior consistency of tail index for Bayesian kernel mixture models ⋮ BNPdensity: Bayesian nonparametric mixture modelling in R ⋮ On the stick-breaking representation of \(\sigma\)-stable Poisson-Kingman models ⋮ A unified construction for series representations and finite approximations of completely random measures ⋮ Stick-Breaking Processes With Exchangeable Length Variables ⋮ Functional central limit theorems for stick-breaking priors ⋮ On quasi-infinitely divisible random measures ⋮ Truncated Poisson-Dirichlet approximation for Dirichlet process hierarchical models ⋮ Exchangeable min-id sequences: characterization, exponent measures and non-decreasing id-processes ⋮ Sparse Graphs Using Exchangeable Random Measures ⋮ Bayesian nonparametric estimation and consistency of mixed multinomial logit choice models ⋮ A conjugate class of random probability measures based on tilting and with its posterior analysis ⋮ A vector of Dirichlet processes ⋮ Donsker and Glivenko-Cantelli theorems for a class of processes generalizing the empirical process ⋮ New prior near-ignorance models on the simplex ⋮ Distribution theory for hierarchical processes ⋮ Bayesian nonparametric estimators derived from conditional Gibbs structures ⋮ Hierarchical Normalized Completely Random Measures to Cluster Grouped Data ⋮ Truncated random measures ⋮ Posteriors, conjugacy, and exponential families for completely random measures ⋮ A moment-matching Ferguson \& Klass algorithm ⋮ Sequential Monte Carlo methods for mixtures with normalized random measures with independent increments priors ⋮ Bayesian density estimation and model selection using nonparametric hierarchical mixtures ⋮ On a class of distributions on the simplex ⋮ Comparing Distributions by using Dependent Normalized Random-Measure Mixtures ⋮ Distributional properties of means of random probability measures ⋮ The Ornstein-Uhlenbeck Dirichlet process and other time-varying processes for Bayesian nonparametric inference ⋮ Multiscale stick-breaking mixture models ⋮ 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 ⋮ Discussion of ``On simulation and properties of the stable law by L. Devroye and L. James ⋮ Hierarchical normalized completely random measures for robust graphical modeling ⋮ Stick-breaking autoregressive processes ⋮ A Bayesian model of microbiome data for simultaneous identification of covariate associations and prediction of phenotypic outcomes ⋮ A review of uncertainty quantification for density estimation ⋮ Estimation, prediction and interpretation of NGG random effects models: an application to Kevlar fibre failure times ⋮ Stick-breaking representation and computation for normalized generalized gamma processes ⋮ On Bayesian nonparametric modelling of two correlated distributions ⋮ Nonexchangeable random partition models for microclustering ⋮ Low information omnibus (LIO) priors for Dirichlet process mixture models ⋮ The dependent Dirichlet process and related models ⋮ Two part envelopes for rejection sampling of some completely random measures ⋮ Bayesian non-parametric priors based on random sets ⋮ Limit theorems for distributions invariant under groups of transformations ⋮ Is infinity that far? A Bayesian nonparametric perspective of finite mixture models ⋮ Defining predictive probability functions for species sampling models

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• On a class of Bayesian nonparametric estimates: I. Density estimates
• Nonparametric Bayes estimators based on beta processes in models for life history data
• Variational approximations in Bayesian model selection for finite mixture distributions
• A Bayesian nonparametric approach to reliability
• Size-biased sampling of Poisson point processes and excursions
• An introduction to the theory of point processes
• Mixtures of Dirichlet processes with applications to Bayesian nonparametric problems
• The two-parameter Poisson-Dirichlet distribution derived from a stable subordinator
• Beta-stacy processes and a generalization of the Pólya-Urn scheme
• A simple proof of the almost sure discreteness of a class of random measures.
• Distributional results for means of normalized random measures with independent increments
• Nonparametric Bayesian data analysis
• Tailfree and neutral random probabilities and their posterior distributions
• Prior distributions on spaces of probability measures
• Nonparametric Bayesian estimators for counting processes
• Functionals of Dirichlet processes, the Cifarelli-Regazzini identity and beta-gamma processes
• Combinatorial stochastic processes. Ecole d'Eté de Probabilités de Saint-Flour XXXII -- 2002.
• Poisson calculus for spatial neutral to the right processes
• Completely random measures
• The sampling theory of selectively neutral alleles
• A Bayesian analysis of some nonparametric problems
• Contributions to the theory of Dirichlet processes
• Bayesian Nonparametric Estimation of the Probability of Discovering New Species
• Retrospective Markov chain Monte Carlo methods for Dirichlet process hierarchical models
• Bayesian nonparametric statistical inference for Poisson point processes
• Poisson/gamma random field models for spatial statistics
• An Application of the Laplace Method to Finite Mixture Distributions
• Gibbs Sampling Methods for Stick-Breaking Priors
• Estimating normal means with a conjugate style dirichlet process prior
• Bayesian Density Estimation and Inference Using Mixtures
• A Representation of Independent Increment Processes without Gaussian Components
• Hierarchical Mixture Modeling With Normalized Inverse-Gaussian Priors