A vector of Dirichlet processes

DOI10.1214/12-EJS764zbMath1328.60124OpenAlexW1977111520MaRDI QIDQ1951103

Fabrizio Leisen, Antonio Lijoi, Dario Spanò

Publication date: 29 May 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1357913282

zbMATH Keywords

Bayesian nonparametricsDirichlet processcompletely random measurepartial exchangeabilityLévy copulamultivariate Lévy measurepartition probability function

Mathematics Subject Classification ID

Bayesian inference (62F15) Random measures (60G57) Exchangeability for stochastic processes (60G09)

Related Items (6)

Modelling and computation using NCoRM mixtures for density regression ⋮ Integrability conditions for compound random measures ⋮ Series representations for multivariate time-changed Lévy models ⋮ Bayesian nonparametric estimation of survival functions with multiple-samples information ⋮ Measuring dependence in the Wasserstein distance for Bayesian nonparametric models ⋮ A multivariate extension of a vector of two-parameter Poisson–Dirichlet processes

Uses Software

• DPpackage

Cites Work

• Conditional formulae for Gibbs-type exchangeable random partitions
• Bayesian inference with dependent normalized completely random measures
• Vectors of two-parameter Poisson-Dirichlet processes
• On a class of Bayesian nonparametric estimates: I. Density estimates
• An introduction to copulas.
• Distributional results for means of normalized random measures with independent increments
• A Class of Normalized Random Measures with an Exact Predictive Sampling Scheme
• The Nested Dirichlet Process
• Posterior Analysis for Normalized Random Measures with Independent Increments
• Bayesian Nonparametric Estimation of the Probability of Discovering New Species
• Kernel stick-breaking processes
• The Matrix Stick-Breaking Process
• An Introduction to the Theory of Point Processes
• A Method for Combining Inference Across Related Nonparametric Bayesian Models
• Financial Modelling with Jump Processes
• A Multivariate Faa di Bruno Formula with Applications
• A New Estimator of the Discovery Probability
• An ANOVA Model for Dependent Random Measures
• Efficient MCMC Schemes for Robust Model Extensions Using Encompassing Dirichlet Process Mixture Models
• Order-Based Dependent Dirichlet Processes
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