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

    13 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 A
    Volume76
    Issue number1
    DOIs
    Publication statusPublished - Feb 1 2014

    ASJC Scopus subject areas

    • Statistics and Probability
    • Statistics, Probability and Uncertainty

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