Some useful properties of the Dirichlet process

Jean-Marie Rolin
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Jean-Marie Rolin: PROB and CORE, Université catholique de Louvain, B-1348 Louvain-la-Neuve, Belgium

No 1992007, LIDAM Discussion Papers CORE from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

Abstract: The aim of this paper is firstly to recall the close connection between the Dirichlet process and the Gamma process in very genera] spaces and to show how it can be used to derive interesting properties of the Dirichlet process. Secondly, it is shown that the characterization of the Dirichlet process through independence relations between associated a-fields entails a nice description of the posterior distribution of the Dirichlet process at points where there is either no or at least one observation.

Keywords: Dirichlet process; Gamma measure; Nonparametric Bayesan Statistic. (search for similar items in EconPapers)
JEL-codes: F15 (search for similar items in EconPapers)
Date: 1992-01-01
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Citations: View citations in EconPapers (5)

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Persistent link: https://EconPapers.repec.org/RePEc:cor:louvco:1992007

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