Favaro, S. and Ruggiero, M. and Walker, S.G. (2009) On a Gibbs sampler based random process in Bayesian nonparametrics. Electronic Journal of Statistics, 3 . pp. 1556-1566. ISSN 1935-7524.
This is the latest version of this item.
|
PDF
Restricted to Repository staff only |
|
|
| Contact us about this Publication
Download (223Kb)
|
![[img]](http://kar.kent.ac.uk/style/images/fileicons/application_pdf.png) |
| Official URL http://dx.doi.org/10.1214/09-EJS563 |
|
Abstract
We define and investigate a new class ofmeasure-valuedMarkov chains by resorting to ideas formulated in Bayesian nonparametrics related to the Dirichlet process and the Gibbs sampler. Dependent random prob- ability measures in this class are shown to be stationary and ergodic with respect to the law of a Dirichlet process and to converge in distribution to the neutral diffusion model.
| Item Type: | Article |
|---|---|
| Uncontrolled keywords: | Random probabilitymeasure, Dirichlet process, Blackwell-MacQueen P´olya urn scheme, Gibbs sampler, Bayesian nonpara- metrics. |
| Subjects: | Q Science > QA Mathematics (inc Computing science) > QA276 Mathematical statistics |
| Divisions: | Faculties > Science Technology and Medical Studies > School of Mathematics Statistics and Actuarial Science > Statistics |
| Depositing User: | Stephen Walker |
| Date Deposited: | 22 Mar 2010 09:11 |
| Last Modified: | 06 Sep 2011 04:49 |
| Resource URI: | http://kar.kent.ac.uk/id/eprint/23914 (The current URI for this page, for reference purposes) |
Available versions of this item
- On a Gibbs sampler based random process in Bayesian nonparametrics. (deposited 22 Mar 2010 09:11) [Currently Displayed]
- Depositors only (login required):
