Two part envelopes for rejection sampling of some completely random measures

DOI10.1016/J.SPL.2019.03.004MaRDI QIDQ2322621zbMATH OpenOpenAlexFDO

Authors J. E. Griffin

Publication date 5 September 2019

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://discovery.ucl.ac.uk/id/eprint/10070029/

zbMATH Keywords

Bayesian nonparametricsgamma processbeta processgeneralized gamma processFerguson-Klass algorithmstable-beta process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Bayesian inference (62F15) Random measures (60G57)

Recommendations

• Adaptive Rejection Sampling for Gibbs Sampling
• Rejection sampling for tempered Lévy processes
• Empirical supremum rejection sampling
• A new rejection sampling method without using hat function
• Patchwork rejection algorithms

Cites work

• scientific article; zbMATH DE number 1639863 (Why is no real title available?)
• A Representation of Independent Increment Processes without Gaussian Components
• A moment-matching Ferguson \& Klass algorithm
• Completely random measures
• Distributional results for means of normalized random measures with independent increments
• MCMC for normalized random measure mixture models
• Nonparametric Bayes estimators based on beta processes in models for life history data
• Posterior Analysis for Normalized Random Measures with Independent Increments
• Sparse graphs using exchangeable random measures
• Tailfree and neutral random probabilities and their posterior distributions
• Truncated random measures

Cited in

(1)

• On exact sampling of nonnegative infinitely divisible random variables

This page was built for publication: Two part envelopes for rejection sampling of some completely random measures

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2322621)