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

DOI10.2307/3318726zbMATH Open1005.62073OpenAlexW2013245210MaRDI QIDQ5951609FDOQ5951609

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

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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)

Cited In (17)

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

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