Modelling Heterogeneity With and Without the Dirichlet Process

Peter J. Green and Sylvia Richardson

Scandinavian Journal of Statistics, 2001, vol. 28, issue 2, 355-375

Abstract: We investigate the relationships between Dirichlet process (DP) based models and allocation models for a variable number of components, based on exchangeable distributions. It is shown that the DP partition distribution is a limiting case of a Dirichlet–multinomial allocation model. Comparisons of posterior performance of DP and allocation models are made in the Bayesian paradigm and illustrated in the context of univariate mixture models. It is shown in particular that the unbalancedness of the allocation distribution, present in the prior DP model, persists a posteriori. Exploiting the model connections, a new MCMC sampler for general DP based models is introduced, which uses split/merge moves in a reversible jump framework. Performance of this new sampler relative to that of some traditional samplers for DP processes is then explored.

Date: 2001
References: Add references at CitEc
Citations: View citations in EconPapers (19)

Downloads: (external link)
https://doi.org/10.1111/1467-9469.00242

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bla:scjsta:v:28:y:2001:i:2:p:355-375

Ordering information: This journal article can be ordered from
http://www.blackwell ... bs.asp?ref=0303-6898

Access Statistics for this article

Scandinavian Journal of Statistics is currently edited by ÿrnulf Borgan and Bo Lindqvist

More articles in Scandinavian Journal of Statistics from Danish Society for Theoretical Statistics, Finnish Statistical Society, Norwegian Statistical Association, Swedish Statistical Association
Bibliographic data for series maintained by Wiley Content Delivery ().