We define and investigate a new class of measure-valued Markov chains by resorting to ideas formulated in Bayesian nonparametrics related to the Dirichlet process and the Gibbs sampler. Dependent random prob- ability measures in this class are shown to be stationary and ergodic with respect to the law of a Dirichlet process and to converge in distribution to the neutral diffusion model.
On a Gibbs sampler based random process in Bayesian nonparametrics
RUGGIERO, MATTEO;
2009-01-01
Abstract
We define and investigate a new class of measure-valued Markov chains by resorting to ideas formulated in Bayesian nonparametrics related to the Dirichlet process and the Gibbs sampler. Dependent random prob- ability measures in this class are shown to be stationary and ergodic with respect to the law of a Dirichlet process and to converge in distribution to the neutral diffusion model.File in questo prodotto:
Non ci sono file associati a questo prodotto.
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.