Transport distances on random vectors of measures: recent advances in Bayesian nonparametrics
DOI10.1007/978-3-030-85325-9_4zbMath1496.62090OpenAlexW3212817309MaRDI QIDQ2080164
Antonio Lijoi, Igor Prünster, Marta Catalano
Publication date: 7 October 2022
Full work available at URL: https://doi.org/10.1007/978-3-030-85325-9_4
Bayesian nonparametricscompound Poisson approximationWasserstein distancedependencepartial exchangeabilityLévy copulacompletely random measurescompletely random vectors
Characterization and structure theory for multivariate probability distributions; copulas (62H05) Random measures (60G57) Nonparametric inference (62G99) Exchangeability for stochastic processes (60G09)
Cites Work
- Bayesian inference with dependent normalized completely random measures
- Vectors of two-parameter Poisson-Dirichlet processes
- On a class of Bayesian nonparametric estimates. II: Hazard rate estimates
- On a class of Bayesian nonparametric estimates: I. Density estimates
- A Bayesian nonparametric approach to reliability
- A class of bivariate Poisson processes
- Distributional results for means of normalized random measures with independent increments
- Wasserstein and total variation distance between marginals of Lévy processes
- Tailfree and neutral random probabilities and their posterior distributions
- Compound vectors of subordinators and their associated positive Lévy copulas
- Measuring dependence in the Wasserstein distance for Bayesian nonparametric models
- The dependent Dirichlet process and related models
- Approximation of Bayesian models for time-to-event data
- Completely random measures
- Bayesian Poisson process partition calculus with an application to Bayesian Lévy moving averages
- Random Measures, Theory and Applications
- Financial Modelling with Jump Processes
- A Class of Hazard Rate Mixtures for Combining Survival Data From Different Experiments
- Compound Random Measures and their Use in Bayesian Non-Parametrics
- Optimal Transport
- De Finetti priors using Markov chain Monte Carlo computations
- Unnamed Item
- Unnamed Item
This page was built for publication: Transport distances on random vectors of measures: recent advances in Bayesian nonparametrics
