On Simulations from the Two-Parameter Poisson-Dirichlet Process and the Normalized Inverse-Gaussian Process
Computation
2012-09-25 v1
Abstract
In this paper, we develop simple, yet 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 to the corresponding stick-breaking approximations, in which we demonstrate a substantial improvement.
Cite
@article{arxiv.1209.5359,
title = {On Simulations from the Two-Parameter Poisson-Dirichlet Process and the Normalized Inverse-Gaussian Process},
author = {Luai Al Labadi and Mahmoud Zarepour},
journal= {arXiv preprint arXiv:1209.5359},
year = {2012}
}
Comments
4 figures