Gibbs Sampling Methods for Stick-Breaking Priors

DOI10.1198/016214501750332758zbMath1014.62006OpenAlexW2072169887MaRDI QIDQ4808059

Hemant Ishwaran, Lancelot F. James

Publication date: 14 July 2003

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1198/016214501750332758

zbMATH Keywords

stable lawsDirichlet processblocked Gibbs samplerrandom probability measuresPitman-Yor processrandom weightsgeneralized Dirichlet distributionsprediction rulesPolya urn Gibbs sampler

Mathematics Subject Classification ID

Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Inference from stochastic processes (62M99) Random measures (60G57)

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