Decompounding discrete distributions: A nonparametric Bayesian approach

DOI10.1111/sjos.12413zbMath1450.62029arXiv1903.11142OpenAlexW3103352383MaRDI QIDQ5118466

Shota Gugushvili, Ester Mariucci, Frank H. van der Meulen

Publication date: 8 September 2020

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

Full work available at URL: https://arxiv.org/abs/1903.11142

zbMATH Keywords

Gibbs samplerMetropolis-Hastings algorithmcompound Poisson processdata augmentationDiophantine equationnonparametric Bayesian estimation

Mathematics Subject Classification ID

Density estimation (62G07) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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