Approximation of laws of random probabilities by mixtures of Dirichlet distributions with applications to nonparametric Bayesian inference (Q2752970)

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scientific article; zbMATH DE number 1665904
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Approximation of laws of random probabilities by mixtures of Dirichlet distributions with applications to nonparametric Bayesian inference
scientific article; zbMATH DE number 1665904

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    22 October 2001
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    approximation of priors and posteriors
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    Dirichlet distributions
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    Dirichlet processes
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    elicitation of prior beliefs
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    Lévy metric
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    Prokhorov metric
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    random measures
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    Approximation of laws of random probabilities by mixtures of Dirichlet distributions with applications to nonparametric Bayesian inference (English)
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    The title problem of approximating the Prokhorov metric is considered here for the case of exchangeable observations which take values in a Polish space.
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