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A bivariate Dirichlet process

Walker, Stephen G., Muliere, Pietro (2003) A bivariate Dirichlet process. Statistics and Probability Letters, 64 (1). pp. 1-7. ISSN 0167-7152. (doi:10.1016/S0167-7152(03)00124-X) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:10576)

The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided.
Official URL:
http://dx.doi.org/10.1016/S0167-7152(03)00124-X

Abstract

This paper introduces a bivariate Dirichlet process for modelling a partially exchangeable sequence of observables. The proposed model would be relevant when two distributions are unknown but are thought to be close to each other. For two random distributions with the same marginals, the belief in the degree of closeness is expressed through the correlation between masses assigned to equal sets.

Item Type: Article
DOI/Identification number: 10.1016/S0167-7152(03)00124-X
Uncontrolled keywords: Correlation; Exchangeability; Dirichlet-multinomial process; Partial exchangeability
Subjects: Q Science > QA Mathematics (inc Computing science)
Divisions: Divisions > Division of Computing, Engineering and Mathematical Sciences > School of Mathematics, Statistics and Actuarial Science
Depositing User: Judith Broom
Date Deposited: 12 Sep 2008 13:30 UTC
Last Modified: 04 Feb 2022 13:32 UTC
Resource URI: https://kar.kent.ac.uk/id/eprint/10576 (The current URI for this page, for reference purposes)

University of Kent Author Information

Walker, Stephen G..

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