Multiple integral representation for functionals of Dirichlet processes
From MaRDI portal
Publication:1002577
DOI10.3150/07-BEJ5169zbMath1175.60072arXiv0803.1029MaRDI QIDQ1002577
Publication date: 2 March 2009
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0803.1029
Jacobi polynomialsexchangeabilityBayesian statisticsDirichlet process\(U\)-statisticsmultiple integralschaotic representationurn sequences
Bayesian inference (62F15) Stochastic analysis (60H99) Exchangeability for stochastic processes (60G09)
Related Items
On the posterior distribution of classes of random means, Exchangeable Hoeffding decompositions over finite sets: a combinatorial characterization and counterexamples, Distributions of linear functionals of two parameter Poisson-Dirichlet random measures, An integration by parts formula for functionals of the Dirichlet-ferguson measure, and applications, Orthogonal polynomial kernels and canonical correlations for Dirichlet measures, Unnamed Item, Distributional properties of means of random probability measures, Hoeffding decompositions and urn sequences
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- The transition function of a Fleming-Viot process
- Polya trees and random distributions
- Discreteness of Ferguson selections
- Ferguson distributions via Polya urn schemes
- Hoeffding decompositions for exchangeable sequences and chaotic representation of functionals of Dirichlet processes.
- Prior distributions on spaces of probability measures
- Hoeffding-ANOVA decompositions for symmetric statistics of exchangeable observations.
- Chaotic and predictable representations for Lévy processes.
- Hoeffding decompositions and urn sequences
- A Bayesian analysis of some nonparametric problems
- Conjugacy as a Distinctive Feature of the Dirichlet Process
- Transition Densities for Neutral Multi-Allele Diffusion Models
- Orthogonal functionals of independent-increment processes
- A transition density expansion for a multi-allele diffusion model
- A Note on Biorthogonal Polynomials in Two Variables
- An infinite-dimensional analogue of the Lebesgue measure and distinguished properties of the gamma process
