On the posterior distribution of classes of random means
James, Lancelot F. ; Lijoi, Antonio ; Prünster, Igor
Bernoulli, Tome 16 (2010) no. 1, p. 155-180 / Harvested from Project Euclid
The study of properties of mean functionals of random probability measures is an important area of research in the theory of Bayesian nonparametric statistics. Many results are now known for random Dirichlet means, but little is known, especially in terms of posterior distributions, for classes of priors beyond the Dirichlet process. In this paper, we consider normalized random measures with independent increments (NRMI’s) and mixtures of NRMI. In both cases, we are able to provide exact expressions for the posterior distribution of their means. These general results are then specialized, leading to distributional results for means of two important particular cases of NRMI’s and also of the two-parameter Poisson–Dirichlet process.
Publié le : 2010-02-15
Classification:  Bayesian nonparametrics,  completely random measures,  means of random probability measures,  normalized random measures,  Poisson–Dirichlet process,  posterior distribution,  species sampling models
@article{1265984707,
     author = {James, Lancelot F. and Lijoi, Antonio and Pr\"unster, Igor},
     title = {On the posterior distribution of classes of random means},
     journal = {Bernoulli},
     volume = {16},
     number = {1},
     year = {2010},
     pages = { 155-180},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1265984707}
}
James, Lancelot F.; Lijoi, Antonio; Prünster, Igor. On the posterior distribution of classes of random means. Bernoulli, Tome 16 (2010) no. 1, pp.  155-180. http://gdmltest.u-ga.fr/item/1265984707/