On simulations from the two-parameter Poisson-Dirichlet process and the normalized inverse-Gaussian process

Luai Al Labadi; Mahmoud Zarepour

doi:10.1007/s13171-013-0033-0

On simulations from the two-parameter Poisson-Dirichlet process and the normalized inverse-Gaussian process

Luai Al Labadi, Mahmoud Zarepour

Research output: Contribution to journal › Article › peer-review

12 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 language	English
Pages (from-to)	158-176
Number of pages	19
Journal	Sankhya A
Volume	76
Issue number	1
DOIs	https://doi.org/10.1007/s13171-013-0033-0
Publication status	Published - Feb 1 2014
Externally published	Yes

ASJC Scopus subject areas

Statistics and Probability
Statistics, Probability and Uncertainty

Access to Document

10.1007/s13171-013-0033-0

Cite this

@article{6217218f5883423882240cd29c6a6922,

title = "On simulations from the two-parameter Poisson-Dirichlet process and the normalized inverse-Gaussian process",

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.",

author = "Labadi, {Luai Al} and Mahmoud Zarepour",

note = "Funding Information: Acknowledgement. We thank the Editor, Associate Editor and an anonymous referees for their careful review of the paper and their extremely helpful comments. Thanks are also for Professor Raluca Balan for her suggestions and comments. Research of the authors is supported by the Natural Sciences and Engineering Research Council of Canada (NSERC). Publisher Copyright: {\textcopyright} 2013, Indian Statistical Institute.",

year = "2014",

month = feb,

day = "1",

doi = "10.1007/s13171-013-0033-0",

language = "English",

volume = "76",

pages = "158--176",

journal = "Sankhya A",

issn = "0976-836X",

publisher = "Springer India",

number = "1",

}

TY - JOUR

T1 - On simulations from the two-parameter Poisson-Dirichlet process and the normalized inverse-Gaussian process

AU - Labadi, Luai Al

AU - Zarepour, Mahmoud

N1 - Funding Information: Acknowledgement. We thank the Editor, Associate Editor and an anonymous referees for their careful review of the paper and their extremely helpful comments. Thanks are also for Professor Raluca Balan for her suggestions and comments. Research of the authors is supported by the Natural Sciences and Engineering Research Council of Canada (NSERC). Publisher Copyright: © 2013, Indian Statistical Institute.

PY - 2014/2/1

Y1 - 2014/2/1

N2 - 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.

AB - 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.

UR - http://www.scopus.com/inward/record.url?scp=85034609819&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=85034609819&partnerID=8YFLogxK

U2 - 10.1007/s13171-013-0033-0

DO - 10.1007/s13171-013-0033-0

M3 - Article

AN - SCOPUS:85034609819

SN - 0976-836X

VL - 76

SP - 158

EP - 176

JO - Sankhya A

JF - Sankhya A

IS - 1

ER -

On simulations from the two-parameter Poisson-Dirichlet process and the normalized inverse-Gaussian process

Abstract

ASJC Scopus subject areas

Access to Document

Other files and links

Fingerprint

Cite this