On a Gibbs sampler based random process in Bayesian nonparametrics

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)

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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.

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: Faculties > Sciences > School of Mathematics Statistics and Actuarial Science > Statistics
Depositing User: Stephen Walker
Date Deposited: 22 Mar 2010 09:11 UTC
Last Modified: 28 May 2019 15:18 UTC
Resource URI: https://kar.kent.ac.uk/id/eprint/23914 (The current URI for this page, for reference purposes)

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