On simulations from the two-parameter Poisson-Dirichlet process and the normalized inverse-Gaussian process

Luai Al Labadi, Mahmoud Zarepour

Research output: Contribution to journalArticlepeer-review

11 Citations (Scopus)

Abstract

This paper develops simple and efficient procedures for sampling approximations of the two-Parameter Poisson-Dirichlet Process and the normalized inverse-Gaussian process. We compare the efficiency of the new approximations with the corresponding stick-breaking approximations, in which we demonstrate a substantial improvement.

Original languageEnglish
Pages (from-to)158-176
Number of pages19
JournalSankhya A
Volume76
Issue number1
DOIs
Publication statusPublished - Feb 1 2014
Externally publishedYes

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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