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 language | English |
|---|---|
| Pages (from-to) | 158-176 |
| Number of pages | 19 |
| Journal | Sankhya: The Indian Journal of Statistics |
| Volume | 76 A |
| Issue number | PART1 |
| Publication status | Published - Feb 14 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