A new algorithm to generate beta processes

Computational Statistics and Data Analysis

Volumn 47, Issue 3, 2004, Pages 441-453

  Lee, Jaeyong ^a   Kim, Yongdai ^a  

^a Seoul National University   (South Korea)

Author keywords

Beta process; L vy process; Markov chain Monte Carlo

Indexed keywords

APPROXIMATION THEORY; MARKOV PROCESSES; MATHEMATICAL MODELS; MAXIMUM LIKELIHOOD ESTIMATION; MONTE CARLO METHODS; POISSON DISTRIBUTION; PROBABILITY; REGRESSION ANALYSIS;

BETA PROCESS; LÉVY PROCESS; MARKOV CHAIN MONTE CARLO;

ALGORITHMS;

EID: 4944233138     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2003.12.008     Document Type: Article

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