Sequential sampling without recall from a dirichlet process

DOI10.2307/3315479MaRDI QIDQ3485768zbMATH OpenOpenAlexFDO

Authors Ronald Christensen

Publication date 1989

Published in The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3315479

zbMATH Keywords

Dirichlet processoptimal search rulesreservation-price propertysequential sampling without recall

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Optimal stopping in statistics (62L15)

Recommendations

• Finite stopping in sequential sampling without recall from a Dirichlet process
• scientific article; zbMATH DE number 3930174
• Sequential Monte Carlo without likelihoods
• La medida de divergencia de Kagan en el muestreo secuencial con procesos de Dirichlet
• Sequential importance sampling for nonparametric Bayes models: The next generation
• Sequential Monte Carlo Samplers
• Sequential Monte Carlo samplers with independent Markov chain Monte Carlo proposals
• An Invitation to Sequential Monte Carlo Samplers

Cites work

• A Bayesian analysis of some nonparametric problems
• Finite stopping in sequential sampling without recall from a Dirichlet process
• scientific article; zbMATH DE number 3259591 (Why is no real title available?)
• scientific article; zbMATH DE number 3369559 (Why is no real title available?)
• On Optimal Stopping
• Prior distributions on spaces of probability measures

Cited in

(1)

• Finite stopping in sequential sampling without recall from a Dirichlet process

This page was built for publication: Sequential sampling without recall from a dirichlet process

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3485768)