publication . Article . Other literature type . 2001

Gibbs sampling methods for stick-breaking priors

Ishwaran, H.; Lancelot Fitzgerald James;
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  • Published: 01 Mar 2001
Abstract
A rich and flexible class of random probability measures, which we call stick-breaking priors, can be constructed using a sequence of independent beta random variables. Examples of random measures that have this characterization include the Dirichlet process, its two-parameter extension, the two-parameter Poisson–Dirichlet process, finite dimensional Dirichlet priors, and beta two-parameter processes. The rich nature of stick-breaking priors offers Bayesians a useful class of priors for nonparametric problems, while the similar construction used in each prior can be exploited to develop a general computational procedure for fitting them. In this article we prese...
Subjects
arXiv: Statistics::Computation
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