Vectors of two-parameter Poisson-Dirichlet processes
DOI10.1016/J.JMVA.2010.10.008zbMATH Open1207.62062OpenAlexW2086772315MaRDI QIDQ631612FDOQ631612
Authors: Fabrizio Leisen, A. Lijoi
Publication date: 14 March 2011
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2010.10.008
Recommendations
posterior distributionpartial exchangeabilityPoisson-Dirichlet processBayesian nonparametric statisticsbivariate completely random measuresLévy copula
Processes with independent increments; Lévy processes (60G51) Bayesian inference (62F15) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Nonparametric inference (62G99) Random measures (60G57)
Cites Work
- An Introduction to the Theory of Point Processes
- Financial Modelling with Jump Processes
- Table of integrals, series, and products. Translated from the Russian. Translation edited and with a preface by Alan Jeffrey and Daniel Zwillinger. With one CD-ROM (Windows, Macintosh and UNIX)
- An ANOVA Model for Dependent Random Measures
- A Bayesian analysis of some nonparametric problems
- A Multivariate Faa di Bruno Formula with Applications
- The two-parameter Poisson-Dirichlet distribution derived from a stable subordinator
- Exchangeable and partially exchangeable random partitions
- Hierarchical Dirichlet Processes
- Gibbs Sampling Methods for Stick-Breaking Priors
- Title not available (Why is that?)
- The Matrix Stick-Breaking Process
- Title not available (Why is that?)
- Controlling the Reinforcement in Bayesian Non-Parametric Mixture Models
- The Nested Dirichlet Process
- Approximation of laws of random probabilities by mixtures of Dirichlet distributions with applications to nonparametric Bayesian inference
- Characterization of dependence of multidimensional Lévy processes using Lévy copulas
- Title not available (Why is that?)
- Series representations for multivariate generalized gamma processes via a scale invariance principle
Cited In (19)
- Modeling for dynamic ordinal regression relationships: an application to estimating maturity of rockfish in California
- Series representations for multivariate time-changed Lévy models
- On Bayesian nonparametric modelling of two correlated distributions
- The dependent Dirichlet process and related models
- Compound vectors of subordinators and their associated positive Lévy copulas
- A vector of Dirichlet processes
- Modelling and computation using NCoRM mixtures for density regression
- Bayesian nonparametric estimation of survival functions with multiple-samples information
- Dependent Bayesian nonparametric modeling of compositional data using random Bernstein polynomials
- Bayesian inference with dependent normalized completely random measures
- Copula based factorization in Bayesian multivariate infinite mixture models
- A Dirichlet process functional approach to heteroscedastic-consistent covariance estimation
- Beta-product dependent Pitman-Yor processes for Bayesian inference
- Measuring dependence in the Wasserstein distance for Bayesian nonparametric models
- Integrability conditions for compound random measures
- Theory and computations for the Dirichlet process and related models: an overview
- Binomial-${\chi^2}$ Vector Random Fields
- A multivariate extension of a vector of two-parameter Poisson-Dirichlet processes
- Transport distances on random vectors of measures: recent advances in Bayesian nonparametrics
This page was built for publication: Vectors of two-parameter Poisson-Dirichlet processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q631612)