Generalized weighted Chinese restaurant processes for species sampling mixture models
The class of species sampling mixture models is introduced as an extension of
semiparametric models based on the Dirichlet process to models based on the general …
semiparametric models based on the Dirichlet process to models based on the general …
Sparse Bayesian nonparametric regression
One of the most common problems in machine learning and statistics consists of estimating
the mean response Xβ from a vector of observations y assuming y= Xβ+ ε where X is known …
the mean response Xβ from a vector of observations y assuming y= Xβ+ ε where X is known …
An infinite-dimensional analogue of the Lebesgue measure and distinguished properties of the gamma process
N Tsilevich, A Vershik, M Yor - Journal of Functional Analysis, 2001 - Elsevier
We define a one-parameter family L θ of sigma-finite (finite on compact sets) measures in
the space of distributions. These measures are equivalent to the laws of the classical …
the space of distributions. These measures are equivalent to the laws of the classical …
Poisson process partition calculus with applications to exchangeable models and Bayesian nonparametrics
LF James - arxiv preprint math/0205093, 2002 - arxiv.org
This article discusses the usage of a partiton based Fubini calculus for Poisson processes.
The approach is an amplification of Bayesian techniques developed in Lo and Weng for …
The approach is an amplification of Bayesian techniques developed in Lo and Weng for …
Theory and numerical analysis for exact distributions of functionals of a Dirichlet process
The distribution of a mean or, more generally, of a vector of means of a Dirichlet process is
considered. Some characterizing aspects of this paper are:(i) a review of a few basic results …
considered. Some characterizing aspects of this paper are:(i) a review of a few basic results …
Bayesian calculus for gamma processes with applications to semiparametric intensity models
LF James - Sankhyā: The Indian Journal of Statistics, 2003 - JSTOR
Explicit calculus for the posterior distribution of convolution mixtures of weighted gamma
processes on Polish spaces are derived. This serves to extend the results of Lo and Weng …
processes on Polish spaces are derived. This serves to extend the results of Lo and Weng …
The two-parameter Poisson–Dirichlet point process
K Handa - 2009 - projecteuclid.org
Abstract The two-parameter Poisson–Dirichlet distribution is a probability distribution on the
totality of positive decreasing sequences with sum 1 and hence considered to govern …
totality of positive decreasing sequences with sum 1 and hence considered to govern …
Quasi-invariance and reversibility in the Fleming–Viot process
K Handa - Probability theory and related fields, 2002 - Springer
Fleming–Viot processes with mutation, selection and recombination are studied. Their
reversible distributions are shown to be characterized as quasi-invariant measures with a …
reversible distributions are shown to be characterized as quasi-invariant measures with a …
Characteristic functionals of Dirichlet measures
L Dello Schiavo - 2019 - projecteuclid.org
We compute the characteristic functional of the Dirichlet–Ferguson measure over a locally
compact Polish space and prove continuous dependence of the random measure on the …
compact Polish space and prove continuous dependence of the random measure on the …
On the Markov–Krein identity and quasi-invariance of the gamma process
AM Vershik, M Yor, N Tsilevich - Journal of Mathematical Sciences, 2004 - Springer
We present a simple proof of the Markov–Krein identity for distributions of means of linear
functionals of the Dirichlet process and its various generalizations. The key idea is to use the …
functionals of the Dirichlet process and its various generalizations. The key idea is to use the …