التفاصيل البيبلوغرافية
| العنوان: |
A note on the finite-dimensional Dirichlet prior. |
| المؤلفون: |
Yemao, Xia, Jianwei, Gou |
| المصدر: |
Communications in Statistics: Theory & Methods; 2017, Vol. 46 Issue 19, p9388-9396, 9p |
| مصطلحات موضوعية: |
FINITE element method, DIRICHLET principle, BAYESIAN analysis, MARKOV chain Monte Carlo, PROBABILITY theory |
| مستخلص: |
As an approximation to the Dirichlet process which involves the infinite-dimensional distribution, finite-dimensional Dirichlet prior is a widely appreciated method to model the underlying distribution in non parametric Bayesian analysis. In this short note, we present some key characteristics of finite-dimensional Dirichlet process and exploit some important sampling properties which are very useful in Bayesian non parametric/semiparametric analysis. [ABSTRACT FROM AUTHOR] |
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| قاعدة البيانات: |
Complementary Index |
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