Favaro, Stefano and Ruggiero, Matteo and 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:https://doi.org/10.1214/09-EJS563) (Access to this publication is currently restricted. You may be able to access a copy if URLs are provided)
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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.
|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 > Sciences > School of Mathematics Statistics and Actuarial Science > Statistics|
|Depositing User:||Stephen Walker|
|Date Deposited:||22 Mar 2010 09:11 UTC|
|Last Modified:||25 Jun 2014 10:39 UTC|
|Resource URI:||https://kar.kent.ac.uk/id/eprint/23914 (The current URI for this page, for reference purposes)|
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