Recently the class of normalized random measures with independent increments, which contains the Dirichlet process as a particular case, has been introduced. Here a new technique for deriving moments of these random probability measures is proposed. It is shown that, a priori, most of the appealing properties featured by the Dirichlet process are preserved. When passing to posterior computations, we obtain a characterization of the Dirichlet process as the only conjugate member of the whole class of normalized random measures with independent increments
Conjugacy as a distinctive feature of the Dirichlet process
LIJOI, ANTONIO;PRUENSTER, IGOR
2006
Abstract
Recently the class of normalized random measures with independent increments, which contains the Dirichlet process as a particular case, has been introduced. Here a new technique for deriving moments of these random probability measures is proposed. It is shown that, a priori, most of the appealing properties featured by the Dirichlet process are preserved. When passing to posterior computations, we obtain a characterization of the Dirichlet process as the only conjugate member of the whole class of normalized random measures with independent incrementsFile in questo prodotto:
File | Dimensione | Formato | |
---|---|---|---|
SJS.pdf
non disponibili
Descrizione: Articolo principale
Tipologia:
Pdf editoriale (Publisher's layout)
Licenza:
NON PUBBLICO - Accesso privato/ristretto
Dimensione
170.59 kB
Formato
Adobe PDF
|
170.59 kB | Adobe PDF | Visualizza/Apri |
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.