Bayesian nonparametric estimators derived from conditional Gibbs structures
Antonio Lijoi (),
Igor Pruenster () and
Stephen G. Walker ()
ICER Working Papers - Applied Mathematics Series from ICER - International Centre for Economic Research
Abstract:
We consider discrete nonparametric priors which induce Gibbs-type exchangeable random partitions and investigate their posterior behavior in detail. In particular, we deduce conditional distributions and the corresponding Bayesian nonparametric estimators, which can be readily exploited for predicting various features of additional samples. The results provide useful tools for genomic applications where prediction of future outcomes is required.
Keywords: Bayesian nonparametric inference; Exchangeable random partitions; Generalized factorial coeffcients; Generalized gamma process; Poisson-Dirichlet process; Population genetics. (search for similar items in EconPapers)
Pages: 27 pages
Date: 2008-06
New Economics Papers: this item is included in nep-ecm and nep-for
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (13)
Downloads: (external link)
http://www.bemservizi.unito.it/repec/icr/wp2008/ICERwp06-08.pdf (application/pdf)
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:icr:wpmath:06-2008
Access Statistics for this paper
More papers in ICER Working Papers - Applied Mathematics Series from ICER - International Centre for Economic Research Corso Unione Sovietica, 218bis - 10134 Torino - Italy. Contact information at EDIRC.
Bibliographic data for series maintained by Daniele Pennesi ().