On the stick–breaking representation of normalized inverse Gaussian priors
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Omiros Papaspiliopoulos & Gareth O. Roberts, 2008. "Retrospective Markov chain Monte Carlo methods for Dirichlet process hierarchical models," Biometrika, Biometrika Trust, vol. 95(1), pages 169-186.
- Antonio Lijoi & Ramsés H. Mena & Igor Prünster, 2007. "Bayesian Nonparametric Estimation of the Probability of Discovering New Species," Biometrika, Biometrika Trust, vol. 94(4), pages 769-786.
- De Iorio, Maria & Muller, Peter & Rosner, Gary L. & MacEachern, Steven N., 2004. "An ANOVA Model for Dependent Random Measures," Journal of the American Statistical Association, American Statistical Association, vol. 99, pages 205-215, January.
- Lancelot F. James & Antonio Lijoi & Igor Prünster, 2009. "Posterior Analysis for Normalized Random Measures with Independent Increments," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 36(1), pages 76-97, March.
- Sonia Petrone & Michele Guindani & Alan E. Gelfand, 2009. "Hybrid Dirichlet mixture models for functional data," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 71(4), pages 755-782, September.
- Griffin, J.E. & Steel, M.F.J., 2011. "Stick-breaking autoregressive processes," Journal of Econometrics, Elsevier, vol. 162(2), pages 383-396, June.
- Ishwaran H. & James L. F, 2001. "Gibbs Sampling Methods for Stick Breaking Priors," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 161-173, March.
- C. Yau & O. Papaspiliopoulos & G. O. Roberts & C. Holmes, 2011. "Bayesian non‐parametric hidden Markov models with applications in genomics," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 73(1), pages 37-57, January.
- Lijoi, Antonio & Mena, Ramses H. & Prunster, Igor, 2005. "Hierarchical Mixture Modeling With Normalized Inverse-Gaussian Priors," Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 1278-1291, December.
- Jason A. Duan & Michele Guindani & Alan E. Gelfand, 2007. "Generalized Spatial Dirichlet Process Models," Biometrika, Biometrika Trust, vol. 94(4), pages 809-825.
- Griffin, J.E. & Steel, M.F.J., 2006. "Order-Based Dependent Dirichlet Processes," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 179-194, March.
- David B. Dunson & Ju-Hyun Park, 2008. "Kernel stick-breaking processes," Biometrika, Biometrika Trust, vol. 95(2), pages 307-323.
- Lancelot F. James & Antonio Lijoi & Igor Prünster, 2006. "Conjugacy as a Distinctive Feature of the Dirichlet Process," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 33(1), pages 105-120, March.
- Dunson, David B. & Xue, Ya & Carin, Lawrence, 2008. "The Matrix Stick-Breaking Process: Flexible Bayes Meta-Analysis," Journal of the American Statistical Association, American Statistical Association, vol. 103, pages 317-327, March.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Aldo Gardini & Carlo Trivisano & Enrico Fabrizi, 2021. "Bayesian Analysis of ANOVA and Mixed Models on the Log-Transformed Response Variable," Psychometrika, Springer;The Psychometric Society, vol. 86(2), pages 619-641, June.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Igor Prünster & Matteo Ruggiero, 2011. "A Bayesian nonparametric approach to modeling market share dynamics," Carlo Alberto Notebooks 217, Collegio Carlo Alberto.
- Bassetti, Federico & Casarin, Roberto & Leisen, Fabrizio, 2014.
"Beta-product dependent Pitman–Yor processes for Bayesian inference,"
Journal of Econometrics, Elsevier, vol. 180(1), pages 49-72.
- Federico Bassetti & Roberto Casarin & Fabrizio Leisen, 2013. "Beta-Product Dependent Pitman-Yor Processes for Bayesian Inference," Working Papers 2013:13, Department of Economics, University of Venice "Ca' Foscari".
- Bassetti, Federico & Casarin, Roberto & Leisen, Fabrizio, 2011. "Beta-product Poisson-Dirichlet Processes," DES - Working Papers. Statistics and Econometrics. WS 12160, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Marta Catalano & Claudio Del Sole & Antonio Lijoi & Igor Prünster, 2024. "A Unified Approach to Hierarchical Random Measures," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 86(1), pages 255-287, November.
- Antonio Lijoi & Igor Prunster, 2009. "Models beyond the Dirichlet process," Quaderni di Dipartimento 103, University of Pavia, Department of Economics and Quantitative Methods.
- J. E. Griffin & M. Kolossiatis & M. F. J. Steel, 2013. "Comparing distributions by using dependent normalized random-measure mixtures," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 75(3), pages 499-529, June.
- repec:jss:jstsof:40:i05 is not listed on IDEAS
- Huang, Yifan & Meng, Shengwang, 2020. "A Bayesian nonparametric model and its application in insurance loss prediction," Insurance: Mathematics and Economics, Elsevier, vol. 93(C), pages 84-94.
- Pelenis, Justinas, 2012. "Bayesian Semiparametric Regression," Economics Series 285, Institute for Advanced Studies.
- Pati, Debdeep & Dunson, David B. & Tokdar, Surya T., 2013. "Posterior consistency in conditional distribution estimation," Journal of Multivariate Analysis, Elsevier, vol. 116(C), pages 456-472.
- Laura Liu, 2018.
"Density Forecasts in Panel Data Models : A Semiparametric Bayesian Perspective,"
Finance and Economics Discussion Series
2018-036, Board of Governors of the Federal Reserve System (U.S.).
- Laura Liu, 2020. "Density Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective," CAEPR Working Papers 2020-003, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Laura Liu, 2018. "Density Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective," Papers 1805.04178, arXiv.org, revised Oct 2021.
- Antonio Lijoi & Bernardo Nipoti & Igor Prünster, 2013. "Dependent mixture models: clustering and borrowing information," DEM Working Papers Series 046, University of Pavia, Department of Economics and Management.
- Pelenis, Justinas, 2014. "Bayesian regression with heteroscedastic error density and parametric mean function," Journal of Econometrics, Elsevier, vol. 178(P3), pages 624-638.
- Navarrete, Carlos A. & Quintana, Fernando A., 2011. "Similarity analysis in Bayesian random partition models," Computational Statistics & Data Analysis, Elsevier, vol. 55(1), pages 97-109, January.
- Fuentes-García, Ruth & Mena, Ramsés H. & Walker, Stephen G., 2009. "A nonparametric dependent process for Bayesian regression," Statistics & Probability Letters, Elsevier, vol. 79(8), pages 1112-1119, April.
- Weixuan Zhu & Fabrizio Leisen, 2015. "A multivariate extension of a vector of two-parameter Poisson-Dirichlet processes," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 27(1), pages 89-105, March.
- Bruno Scarpa & David B. Dunson, 2014. "Enriched Stick-Breaking Processes for Functional Data," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 109(506), pages 647-660, June.
- Federico Bassetti & Roberto Casarin & Francesco Ravazzolo, 2018.
"Bayesian Nonparametric Calibration and Combination of Predictive Distributions,"
Journal of the American Statistical Association, Taylor & Francis Journals, vol. 113(522), pages 675-685, April.
- Federico Bassetti & Roberto Casarin & Francesco Ravazzolo, 2015. "Bayesian nonparametric calibration and combination of predictive distributions," Working Paper 2015/03, Norges Bank.
- Roberto Casarin & Federico Bassetti & Francesco Ravazzolo, 2015. "Bayesian Nonparametric Calibration and Combination of Predictive Distributions," Working Papers 2015:04, Department of Economics, University of Venice "Ca' Foscari".
- Antonio Lijoi & Igor Pruenster, 2009. "Distributional Properties of means of Random Probability Measures," ICER Working Papers - Applied Mathematics Series 22-2009, ICER - International Centre for Economic Research.
- Canale, Antonio & Lijoi, Antonio & Nipoti, Bernardo & Prünster, Igor, 2023. "Inner spike and slab Bayesian nonparametric models," Econometrics and Statistics, Elsevier, vol. 27(C), pages 120-135.
- Isadora Antoniano-Villalobos & Stephen G. Walker, 2016. "A Nonparametric Model for Stationary Time Series," Journal of Time Series Analysis, Wiley Blackwell, vol. 37(1), pages 126-142, January.
More about this item
Keywords
Bayesian Nonparametrics; Dirichlet process; Normalized Inverse Gaussian process; Random Probability Measures; Stick–breaking representation.;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2012-11-17 (Econometrics)
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:pav:demwpp:demwp0008. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Alice Albonico The email address of this maintainer does not seem to be valid anymore. Please ask Alice Albonico to update the entry or send us the correct address (email available below). General contact details of provider: https://edirc.repec.org/data/dppavit.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.