functionals of Dirichlet processes (original) (raw)

Moment-Based Approximations for the Law of Functionals of Dirichlet Processes

Eugenio Melilli

Applied Mathematical Sciences, 2009

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Theory and numerical analysis for exact distributions of functionals of a Dirichlet process

Eugenio Regazzini

The Annals of Statistics, 2002

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Linear functionals and Markov chains associated with Dirichlet processes

Paul Feigin

Mathematical Proceedings of the Cambridge Philosophical Society, 1989

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Application to windows of Dirichlet processes

Cristina Di Girolami

2011

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Stochastic calculus for Dirichlet processes

P.J. Fitzsimmons

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Approximating distributions of random functionals of Ferguson-Dirichlet priors

Pietro Muliere

Canadian Journal of Statistics, 1998

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The Dirichlet Distribution and Process through Neutralities

Jacek Wesołowski

Journal of Theoretical Probability, 2007

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On a rapid simulation of the Dirichlet process

Luai Al Labadi, Mahmoud Zarepour

2012

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Exact Inference for Random Dirichlet Means

Nils Hjort

Statistical Inference for Stochastic Processes, 2005

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A stochastic equation for the law of the random Dirichlet variance

Eugenio Melilli

Statistics & Probability Letters, 2006

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A Dynamic Model for the Two-Parameter Dirichlet Process

Shui Feng

Potential Analysis

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The Dirichlet Process with Large Concentration Parameter

Luai Al Labadi, Mahmoud Zarepour

2011

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On the Convergence of Dirichlet Processes

F. Coquet

Bernoulli, 1999

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Distribution of functionals of a Ferguson–Dirichlet process over an -dimensional ball

Thomas Jiang

Journal of Multivariate Analysis, 2013

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A recursive method for functionals of Poisson processes

Mahmoud Zarepour

2002

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Asymptotic expansions for moments of functions of stochastic processes and their applications

Jan Hurt

Statistics Amp Decisions, 1986

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Infinite dimensional weak Dirichlet processes and convolution type processes

Francesco Russo

Stochastic Processes and their Applications, 2017

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On the Support of MacEachern’s Dependent Dirichlet Processes and Extensions

Alejandro Jara, Fernando A Quintana

2012

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On a Dirichlet Process Mixture Representation of Phase-Type Distributions

Daniel Ayala Obando

Bayesian Analysis, 2021

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Natural Decomposition of Processes and Weak Dirichlet Processes

F. Coquet

Lecture Notes in Mathematics, 2006

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Theory and computations for the Dirichlet process and related models: An overview

Alejandro Jara

International Journal of Approximate Reasoning, 2017

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Markov Chain Monte Carlo Estimation of the Law of the Mean of a Dirichlet Process

Alessandra Guglielmi

Bernoulli, 2001

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The hyper Dirichlet process and its discrete approximations: the single conditional independence model

G. Nappo

2004

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Variational methods for the Dirichlet process

David Blei

2004

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Asymptotic distributions for estimated expected functionals of general random elements

Yasutaka Shimizu

arXiv: Statistics Theory, 2020

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On Non-Continuous Dirichlet Processes

F. Coquet

2003

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Some diffusion processes associated with two parameter Poisson-Dirichlet distribution and Dirichlet process

Shui Feng

Probability Theory and Related Fields, 2010

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Algebra of Generalized Stochastic Processes and the Stochastic Dirichlet Problem

Dora Selesi

Stochastic Analysis and Applications, 2008

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The Dependent Dirichlet Process and Related Models

Steven Maceachern

2020

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