Posterior analysis for some classes of nonparametric models

Antonio Lijoi (), Igor Pruenster () and Stephen G. Walker ()

ICER Working Papers - Applied Mathematics Series from ICER - International Centre for Economic Research

Abstract: Recently, James [15, 16] has derived important results for various models in Bayesian nonparametric inference. In particular, he de ned a spatial version of neutral to the right processes and derived their posterior distribution. Moreover, he obtained the posterior distribution for an intensity or hazard rate modeled as a mixture under a general multiplicative intensity model. His proofs rely on the so{called Bayesian Poisson partition calculus. Here we provide new proofs based on an alternative technique.

Keywords: Bayesian Nonparametrics; Completely random measure; Hazard rate; Neutral to the right prior; Multiplicative intensity model. (search for similar items in EconPapers)
Pages: 13 pages
Date: 2008-06
New Economics Papers: this item is included in nep-ecm
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Citations: View citations in EconPapers (2)

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