Lijoi, A. and Prunster, I. and Walker, S.G.
(2008)
*Posterior analysis for some classes of nonparametric models.*
Journal of Nonparametric Statistics, 20
(5).
pp. 447-457.
ISSN 1048-5252.
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Official URL http://dx.doi.org/10.1080/10485250802196364 |

## Abstract

Recently, James [L.F. James, Bayesian Poisson process partition calculus with an application to Bayesian Levy moving averages, Ann. Statist. 33 (2005), pp. 1771-1799.] and [L.F. James, Poisson calculus for spatial neutral to the right processes, Ann. Statist. 34 (2006), pp. 416-440.] has derived important results for various models in Bayesian nonparametric inference. In particular, in ref. [L.F. James, Poisson calculus for spatial neutral to the right processes, Ann. Statist. 34 (2006), pp. 416-440.] a spatial version of neutral to the right processes is defined and their posterior distribution derived. Moreover, in ref. [L.F. James, Bayesian Poisson process partition calculus with an application to Bayesian Levy moving averages, Ann. Statist. 33 (2005), pp. 1771-1799.] the posterior distribution for an intensity or hazard rate modelled as a mixture under a general multiplicative intensity model is obtained. His proofs rely on the so-called Bayesian Poisson partition calculus. Here we provide alternative proofs based on a different technique.

Item Type: | Article |
---|---|

Uncontrolled keywords: | Bayesian nonparametrics; completely random measure; hazard rate; multiplicative intensity model; neutral to the right prior |

Subjects: | Q Science > QA Mathematics (inc Computing science) |

Divisions: | Faculties > Science Technology and Medical Studies > School of Mathematics Statistics and Actuarial Science > Statistics |

Depositing User: | Judith Broom |

Date Deposited: | 27 Feb 2009 15:57 |

Last Modified: | 27 Feb 2009 15:57 |

Resource URI: | http://kar.kent.ac.uk/id/eprint/12678 (The current URI for this page, for reference purposes) |

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