Conjugacy properties of time-evolving Dirichlet and gamma random measures

DOI10.1214/16-EJS1194zbMath1353.62092arXiv1607.02896OpenAlexW2467916758MaRDI QIDQ502816

Matteo Ruggiero, Omiros Papaspiliopoulos, Dario Spanò

Publication date: 11 January 2017

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

Full work available at URL: https://arxiv.org/abs/1607.02896

zbMATH Keywords

dualityFleming-Viot processBayesian nonparametricsDirichlet processDawson-Watanabe processgamma random measure

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Nonparametric estimation (62G05) Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05) Diffusion processes (60J60) Random measures (60G57)

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