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

15 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

ASJC Scopus subject areas

Statistics and Probability
Statistics, Probability and Uncertainty

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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.",

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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.

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

Abstract

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