Implementation of bayesian non-parametric inference based on beta processes

Scandinavian Journal of Statistics

Volumn 23, Issue 1, 1996, Pages 27-36

  Damien, Paul ^b   Laud, Purushottam W ^b   Smith, Adrian F M ^a  

^a IMPERIAL COLLEGE LONDON   (United Kingdom)

^b NONE

Author keywords

Bayesian non parametric inference; Beta process; Fixed points of discontinuity; Hazard function; L vy process; Mixture densities

Indexed keywords

EID: 0030544366     PISSN: 03036898     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (7)

1. Damien, P., Laud, P. W. & Smith, A. F. M. (1995). Random variate generation approximating infinitely divisible distributions with applications to Bayesian inference. J. Roy. Statist. Soc. Seri. B 57, 547-563.
2. Ferguson, T. S. (1974). Prior distributions on spaces of probability measures. Ann. Statist. 2, 615-629.
3. Ferguson, T. S. & Phadia, E. G. (1979), Bayesian nonparametric estimation based on censored data. Ann. Statist. 7, 163-186.
4. Gill, R. D. & Johansen, S. (1990). A survey of product-integration with a view toward application in survival analysis. Ann. Statist. 18, 1501-1555.
5. Hjort, N. L. (1990). Nonparametric Bayes estimators based on beta processes in models for life history data. Ann. Statist. 18, 1259-1294.
6. Laud, P. W., Smith, A. F. M. & Damien, P. (1996). Monte Carlo methods approximating a posterior hazard rate process. Statist. Comput. (to appear).
7. Lévy, P. (1937). Theorie de l'addition des variables altéatoìre. Gauthiers-Villars, Paris.