Favaro, Stefano, Ruggiero, Matteo, Walker, Stephen G. (2009) On a Gibbs sampler based random process in Bayesian nonparametrics. Electronic Journal of Statistics, 3 . pp. 1556-1566. ISSN 1935-7524. (doi:10.1214/09-EJS563) (Access to this publication is currently restricted. You may be able to access a copy if URLs are provided) (KAR id:23914)
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| Official URL: http://dx.doi.org/10.1214/09-EJS563 |
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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 |
|---|---|
| DOI/Identification number: | 10.1214/09-EJS563 |
| 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: | Divisions > Division of Computing, Engineering and Mathematical Sciences > School of Mathematics, Statistics and Actuarial Science |
| Depositing User: | Stephen Walker |
| Date Deposited: | 22 Mar 2010 09:11 UTC |
| Last Modified: | 16 Nov 2021 10:02 UTC |
| Resource URI: | https://kar.kent.ac.uk/id/eprint/23914 (The current URI for this page, for reference purposes) |
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