On the Truncation Error of a Superposed Gamma Process

DOI10.1007/978-3-319-54084-9_2MaRDI QIDQ5267850zbMATHOpenAlexFDO

Authors Julyan Arbel, I. Prünster

Publication date 13 June 2017

Published in Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-319-54084-9_2

zbMATH Keywords

Bayesian nonparametricsmoment-matchingcompletely random measuresnormalized random measuresposterior samplingFerguson and Klass algorithmsuperposed gamma process

Mathematics Subject Classification ID

Bayesian inference (62F15) Nonparametric estimation (62G05)

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Cites work

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Cited in

(2)

• A unified construction for series representations and finite approximations of completely random measures
• Truncated random measures

Describes a project that uses

Uses Software

• BGPhazard
• BNPdensity

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