Generalized weighted Chinese restaurant processes for species sampling mixture models

H Ishwaran, LF James - Statistica Sinica, 2003 - JSTOR
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 …

Sparse Bayesian nonparametric regression

F Caron, A Doucet - Proceedings of the 25th international conference on …, 2008 - dl.acm.org
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 …

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 …

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 …

Theory and numerical analysis for exact distributions of functionals of a Dirichlet process

E Regazzini, A Guglielmi, G Di Nunno - The Annals of Statistics, 2002 - projecteuclid.org
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 …

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 …

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 …

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 …

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 …

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 …