Pages that link to "Item:Q4954102"
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The following pages link to Generalized Gamma measures and shot-noise Cox processes (Q4954102):
Displaying 50 items.
- Defining predictive probability functions for species sampling models (Q252752) (← links)
- Compound Poisson processes, latent shrinkage priors and Bayesian nonconvex penalization (Q273588) (← links)
- Modeling international trade data with the Tweedie distribution for anti-fraud and policy support (Q320834) (← links)
- Bayesian nonparametric Plackett-Luce models for the analysis of preferences for college degree programmes (Q400670) (← links)
- On a rapid simulation of the Dirichlet process (Q433573) (← links)
- Efficiently sampling nested Archimedean copulas (Q452526) (← links)
- Statistics for inhomogeneous space-time shot-noise Cox processes (Q479152) (← links)
- A moment-matching Ferguson \& Klass algorithm (Q517368) (← links)
- Sequential Monte Carlo methods for mixtures with normalized random measures with independent increments priors (Q517389) (← links)
- On the posterior distribution of classes of random means (Q605039) (← links)
- Stick-breaking representation and computation for normalized generalized gamma processes (Q746052) (← links)
- Modeling overdispersion with the normalized tempered stable distribution (Q901625) (← links)
- Pricing risky debts under a Markov-modulated Merton model with completely random measures (Q928153) (← links)
- On option pricing under a completely random measure via a generalized Esscher transform (Q938038) (← links)
- Bayesian nonparametric estimators derived from conditional Gibbs structures (Q939079) (← links)
- Linear and quadratic functionals of random hazard rates: An asymptotic analysis (Q957525) (← links)
- On a Gibbs characterization of normalized generalized gamma processes (Q958923) (← links)
- Bayesian density estimation and model selection using nonparametric hierarchical mixtures (Q962324) (← links)
- Distributional properties of means of random probability measures (Q975574) (← links)
- A semi-parametric Bayesian analysis of survival data based on Lévy-driven processes (Q995969) (← links)
- Bayesian mixture modeling for spatial Poisson process intensities, with applications to extreme value analysis (Q997304) (← links)
- Lévy-based growth models (Q1002576) (← links)
- Bayesian semiparametric analysis of short- and long-term hazard ratios with covariates (Q1621326) (← links)
- Bayesian variable selection under the proportional hazards mixed-effects model (Q1623473) (← links)
- Modelling and computation using NCoRM mixtures for density regression (Q1631587) (← links)
- Clustering dynamics in a class of normalised generalised gamma dependent priors (Q1695756) (← links)
- Truncated random measures (Q1740525) (← links)
- Limiting behaviour of the stationary search cost distribution driven by a generalized gamma process (Q1748560) (← links)
- On the Poincaré inequality for infinitely divisible measures (Q1781875) (← links)
- Asymptotics for a Bayesian nonparametric estimator of species variety (Q1932228) (← links)
- Alpha-diversity processes and normalized inverse-Gaussian diffusions (Q1948692) (← links)
- Numerical aspects of shot noise representation of infinitely divisible laws and related processes (Q1980850) (← links)
- Simulating space-time random fields with nonseparable Gneiting-type covariance functions (Q2029068) (← links)
- Nonexchangeable random partition models for microclustering (Q2054470) (← links)
- Nonnegative Bayesian nonparametric factor models with completely random measures (Q2058880) (← links)
- Thinned completely random measures with applications in competing risks models (Q2073231) (← links)
- Truncated simulation and inference in edge-exchangeable networks (Q2074285) (← links)
- A hierarchical Bayesian model for predicting ecological interactions using scaled evolutionary relationships (Q2179961) (← links)
- Restricted Indian buffet processes (Q2361468) (← links)
- Asymptotics for posterior hazards (Q2388984) (← links)
- A conjugate class of random probability measures based on tilting and with its posterior analysis (Q2435254) (← links)
- A note on Bayesian nonparametric priors derived from exponentially tilted Poisson-Kingman models (Q2471248) (← links)
- Poisson calculus for spatial neutral to the right processes (Q2493558) (← links)
- A Bayes method for a monotone hazard rate via \(S\)-paths (Q2497183) (← links)
- Bayesian Poisson process partition calculus with an application to Bayesian Lévy moving averages (Q2583419) (← links)
- Characterization of multivariate stable processes (Q2627898) (← links)
- Counting processes with Bernštein intertimes and random jumps (Q2794723) (← links)
- Integer-valued Lévy processes and low latency financial econometrics (Q2873033) (← links)
- Structured Spatio-Temporal Shot-Noise Cox Point Process Models, with a View to Modelling Forest Fires (Q3077777) (← links)
- Testing Local Independence between Two Point Processes (Q3078768) (← links)
