A note on Bayesian nonparametric priors derived from exponentially tilted Poisson-Kingman models
概率论
2007-11-14 v1
摘要
We derive the class of normalized generalized Gamma processes from Poisson-Kingman models (Pitman, 2003) with tempered alfa-stable mixing distribution. Relying on this construction it can be shown that in Bayesian nonparametrics, results on quantities of statistical interest under those priors, like the analogous of the Blackwell-MacQueen prediction rules or the distribution of the number of distinct elements observed in a sample, arise as immediate consequences of Pitman's results.
引用
@article{arxiv.math/0703552,
title = {A note on Bayesian nonparametric priors derived from exponentially tilted Poisson-Kingman models},
author = {Annalisa Cerquetti},
journal= {arXiv preprint arXiv:math/0703552},
year = {2007}
}
备注
9 pages