Markov chain Monte Carlo estimation of the law of the mean of a Dirichlet process

DOI10.2307/3318726MaRDI QIDQ5951609zbMATH OpenOpenAlexFDO

Authors Alessandra Guglielmi, R. L. Tweedie

Publication date 26 February 2003

Published in Bernoulli (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.bj/1079559463

zbMATH Keywords

Markov chain Monte Carlorate of convergenceDirichlet processmean functionalMarkov chains with general state space

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Discrete-time Markov processes on general state spaces (60J05)

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Cited in

(17)

• A class of measure-valued Markov chains and Bayesian nonparametrics
• Quantitative multidimensional central limit theorems for means of the Dirichlet-Ferguson measure
• A generalized constructive definition for the Dirichlet process
• On a Gibbs sampler based random process in Bayesian nonparametrics
• A stochastic equation for the law of the random Dirichlet variance
• On a rapid simulation of the Dirichlet process
• Exact inference for random Dirichlet means
• One-shot coupling for certain stochastic recursive sequences.
• Non‐parametric Bayesian Inference for Integrals with respect to an Unknown Finite Measure
• Distributional properties of means of random probability measures
• Linear functionals and Markov chains associated with Dirichlet processes
• Convergence rates and moments of Markov chains associated with the mean of Dirichlet processes.
• Normalized random measures driven by increasing additive processes
• A Dirichlet process mixture model for the analysis of correlated binary responses
• Corrigendum to ``Bounds on regeneration times and convergence rates for Markov chains
• Optimal sample size for estimating the mean concentration of invasive organisms in ballast water via a semiparametric Bayesian analysis
• Theory and numerical analysis for exact distributions of functionals of a Dirichlet process

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