On the Distribution of Jumps of the Dirichlet Process

Jean-Marie Rolin ()
Additional contact information
Jean-Marie Rolin: Université Catholique de Louvain, Institut de Statistique

Chapter Chapter 4 in Nonparametric Bayesian Inference, 2024, pp 65-89 from Springer

Abstract: Abstract In this chapter, a new and very easily tractable description of the Dirichlet process with diffuse parameter is presented. This description permits to simulate the posterior distribution of the nonparametric Bayesian statistical analysis of an i.i.d. sample.

Date: 2024
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

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:spr:sprchp:978-3-031-61329-6_4

Ordering information: This item can be ordered from
http://www.springer.com/9783031613296

DOI: 10.1007/978-3-031-61329-6_4

Access Statistics for this chapter

More chapters in Springer Books from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().