A unified construction for series representations and finite approximations of completely random measures

Cites Work

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On simulation and properties of the stable law
A blocked Gibbs sampler for NGG-mixture models via a priori truncation
On the stick-breaking representation of \(\sigma\)-stable Poisson-Kingman models
Posterior sampling from \(\epsilon\)-approximation of normalized completely random measure mixtures
A moment-matching Ferguson \& Klass algorithm
Sequential Monte Carlo methods for mixtures with normalized random measures with independent increments priors
Slice sampling mixture models
On a class of Bayesian nonparametric estimates: I. Density estimates
Tempering stable processes
On series representations of infinitely divisible random vectors
Nonparametric Bayes estimators based on beta processes in models for life history data
Size-biased sampling of Poisson point processes and excursions
Slice sampling. (With discussions and rejoinder)
Distributional results for means of normalized random measures with independent increments
Exchangeable trait allocations
Bayesian Poisson calculus for latent feature modeling via generalized Indian buffet process priors
Inference from iterative simulation using multiple sequences
Truncated random measures
Nonnegative Bayesian nonparametric factor models with completely random measures
Importance conditional sampling for Pitman-Yor mixtures
Normalized random measures driven by increasing additive processes
Completely random measures
Bayesian Poisson process partition calculus with an application to Bayesian Lévy moving averages
Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics
Sampling the Dirichlet Mixture Model with Slices
Posterior Analysis for Normalized Random Measures with Independent Increments
Survival models for heterogeneous populations derived from stable distributions
On simulation from infinitely divisible distributions
Poisson/gamma random field models for spatial statistics
Hidden Markov Models With Stick-Breaking Priors
Sparse Graphs Using Exchangeable Random Measures
Particle Markov Chain Monte Carlo Methods
Exact and approximate sum representations for the Dirichlet process
Gibbs Sampling Methods for Stick-Breaking Priors
Financial Modelling with Jump Processes
Generalized Gamma measures and shot-noise Cox processes
Controlling the Reinforcement in Bayesian Non-Parametric Mixture Models
A Representation of Independent Increment Processes without Gaussian Components
Hierarchical Mixture Modeling With Normalized Inverse-Gaussian Priors
Modeling with normalized random measure mixture models
MCMC for normalized random measure mixture models
Variational inference for Dirichlet process mixtures

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