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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) (KAR id:23914)

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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: 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: (The current URI for this page, for reference purposes)

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