On simulations from the two-parameter poisson-dirichlet process and the normalized inverse-gaussian process

Luai Al Labadi, Mahmoud Zarepour

    Research output: Contribution to journalArticlepeer-review

    3 Citations (Scopus)

    Abstract

    This paper develops simple and efficient procedures for sampling approximations of the two-Parameter Poisson-Dirichlet Process and the normalized inverse-Gaussian process. We compare the efficiency of the new approximations with the corresponding stick-breaking approximations, in which we demonstrate a substantial improvement.

    Original languageEnglish
    Pages (from-to)158-176
    Number of pages19
    JournalSankhya: The Indian Journal of Statistics
    Volume76 A
    Issue numberPART1
    Publication statusPublished - 2014

    Keywords

    • Dirichlet process
    • Nonparametric bayesian inference
    • Normalized inverse-gaussian process
    • Normalized stable law process
    • Simulation
    • Stick-breaking representation
    • Two-parameter poisson-dirichlet process

    ASJC Scopus subject areas

    • Statistics and Probability
    • Statistics, Probability and Uncertainty

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