Random probability measures with fixed mean distributions
From MaRDI portal
Cites work
- scientific article; zbMATH DE number 3896009 (Why is no real title available?)
- scientific article; zbMATH DE number 18223 (Why is no real title available?)
- scientific article; zbMATH DE number 3518091 (Why is no real title available?)
- scientific article; zbMATH DE number 3538604 (Why is no real title available?)
- scientific article; zbMATH DE number 1324455 (Why is no real title available?)
- scientific article; zbMATH DE number 1047475 (Why is no real title available?)
- scientific article; zbMATH DE number 1126911 (Why is no real title available?)
- scientific article; zbMATH DE number 227027 (Why is no real title available?)
- scientific article; zbMATH DE number 3026923 (Why is no real title available?)
- scientific article; zbMATH DE number 3035426 (Why is no real title available?)
- A Bayesian analysis of some nonparametric problems
- A conversation with Eugenio Regazzini
- An Occupation Time Theorem for A Class of Stochastic Processes
- An integration by parts formula for functionals of the Dirichlet-ferguson measure, and applications
- An inversion formula for the generalized Stieltjes transform
- Bayesian nonparametric data analysis
- Boundary driven zero-range processes in random media
- Characteristic functionals of Dirichlet measures
- Combinatorial stochastic processes. Ecole d'Eté de Probabilités de Saint-Flour XXXII -- 2002.
- Completely random measures
- Considerazioni generali sull’impostazione bayesiana di problemi non parametrici
- Constructions of random distributions via sequential barycenters
- Controlling the Reinforcement in Bayesian Non-Parametric Mixture Models
- Distribution functions of means of a Dirichlet process
- Distribution of the Ratio of the Mean Square Successive Difference to the Variance
- Distribution of the main value for certain random measures
- Distributional properties of means of random probability measures
- Distributional results for means of normalized random measures with independent increments
- Distributions of linear functionals of two parameter Poisson-Dirichlet random measures
- Exchangeable and partially exchangeable random partitions
- Explicit formulas for hook walks on continual Young diagrams
- Fundamentals of nonparametric Bayesian inference
- Generalized Stieltjes functions and their exact order
- Generalized gamma convolutions and related classes of distributions and densities
- Generalized gamma convolutions, Dirichlet means, Thorin measures, with explicit examples
- Gibbs Sampling Methods for Stick-Breaking Priors
- HYPERSINGULAR INTEGRALS: HOW SMOOTH MUST THE DENSITY BE?
- Hoeffding decompositions and urn sequences
- Hoeffding-ANOVA decompositions for symmetric statistics of exchangeable observations.
- Inversion Formulae for the Distribution of Ratios
- Lamperti-type laws
- Lauricella and Humbert functions through probabilistic tools
- Marginally specified priors for non-parametric Bayesian estimation
- Means of a Dirichlet process and multiple hypergeometric functions.
- Modeling with normalized random measure mixture models
- Multiple integral representation for functionals of Dirichlet processes
- Normalized random measures driven by increasing additive processes
- ON THE JOINT DISTRIBUTION OF THE CIRCULAR SERIAL CORRELATION COEFFICIENTS
- On a class of Bayesian nonparametric estimates: I. Density estimates
- On the Markov-Krein identity and quasi-invariance of the gamma process
- On the posterior distribution of classes of random means
- Random Fragmentation and Coagulation Processes
- Random measures, theory and applications
- Size-biased sampling of Poisson point processes and excursions
- Ten great ideas about chance
- The Markov-Krein correspondence in several dimensions
- The Representation of Partition Structures
- The coalescent
- The generalized Stieltjes transform and its inverse
- The two-parameter Poisson-Dirichlet distribution derived from a stable subordinator
- Theory and numerical analysis for exact distributions of functionals of a Dirichlet process
- Transition probabilities for continual Young diagrams and the Markov moment problem
This page was built for publication: Random probability measures with fixed mean distributions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6927577)
