Methods of generating prior distributions on spaces of probability measures for use in Bayesian nonparametric inference are reviewed with special emphasis on the Dirichlet processes, the tailfree processes, and processes neutral to the right. Some applications are given.
Publié le : 1974-07-14
Classification:
Bayesian nonparametric inference,
prior distributions,
Dirichlet process,
tailfree processes,
characterization of distributions,
neutral to the right,
adaptive sampling with recall,
adaptive investment,
62C10,
60B05
@article{1176342752,
author = {Ferguson, Thomas S.},
title = {Prior Distributions on Spaces of Probability Measures},
journal = {Ann. Statist.},
volume = {2},
number = {1},
year = {1974},
pages = { 615-629},
language = {en},
url = {http://dml.mathdoc.fr/item/1176342752}
}
Ferguson, Thomas S. Prior Distributions on Spaces of Probability Measures. Ann. Statist., Tome 2 (1974) no. 1, pp. 615-629. http://gdmltest.u-ga.fr/item/1176342752/