An elementary derivation of the Chinese restaurant process from Sethuraman’s stick-breaking process

Jeffrey W. Miller

Statistics & Probability Letters, 2019, vol. 146, issue C, 112-117

Abstract: The usual proof that Sethuraman’s stick-breaking process gives rise to the Chinese restaurant process is indirect, relying on abstract properties of the Dirichlet process. This note provides a direct elementary proof, without using any measure theory.

Keywords: Bayesian; Clustering; Dirichlet process; Nonparametric; Partitions (search for similar items in EconPapers)
Date: 2019
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Citations: View citations in EconPapers (1)

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DOI: 10.1016/j.spl.2018.11.009

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