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  • Search: subject:"Random probability measure"
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Year of publication
Subject
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Random probability measure 13 Probability theory 6 Wahrscheinlichkeitsrechnung 6 Posterior distribution 5 Theorie 5 Theory 5 Bayesian Nonparametrics 4 Central limit theorem 4 Dirichlet process 4 Stable convergence 4 Urn model 4 random probability measure 4 Clinical trials 3 Conditional identity in distribution 3 Exchangeability 3 Predictive measure 3 Regular conditional distribution 3 Completely random measures 2 Functionals of random probability measures 2 Generalized Stieltjes transform 2 Neutral to the right processes 2 Nichtparametrisches Verfahren 2 Nonparametric statistics 2 Normalized random measures 2 Random means 2 Sampling 2 Statistical distribution 2 Statistische Verteilung 2 Stichprobenerhebung 2 Stochastic process 2 Stochastischer Prozess 2 asymptotic growth rate 2 geometric stick-breaking process 2 occupancy problem 2 Asymptotic credible intervals 1 Bayesian nonparametric inference 1 Bayesian nonparametrics 1 Bayesian statistics 1 Bayesian statistics Central limit theorem Empirical distribution Poisson-Dirichlet process Predictive distribution Random probability measure Stable convergence Urn model 1 Bayesian statistics – Central limit theorem – Empirical distribution – Poisson-Dirichlet process – Predictive distribution – Random probability measure – Stable convergence – Urn model 1
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Online availability
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Free 17 Undetermined 2
Type of publication
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Book / Working Paper 18 Article 2
Type of publication (narrower categories)
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Graue Literatur 6 Non-commercial literature 6 Working Paper 6 Arbeitspapier 2
Language
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English 16 Undetermined 4
Author
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Berti, Patrizia 12 Rigo, Pietro 12 Pratelli, Luca 9 Crimaldi, Irene 6 Prünster, Igor 3 De Blasi, Pierpaolo 2 Favaro, Stefano 2 Lijoi, Antonio 2 Mena, Ramsés H. 2 Cesari, Oriana 1 Hjort, Nils 1 McCulloch, James 1 Nipoti, Bernardo 1 Ongaro, Andrea 1 Pruenster, Igor 1 Ruggiero, Matteo 1 Walker, Stephen G. 1
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Institution
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Dipartimento di Scienze Economiche e Aziendali, Università degli Studi di Pavia 4 Collegio Carlo Alberto, Università degli Studi di Torino 2 Finance Discipline Group, Business School 1 International Centre for Economic Research (ICER) 1
Published in...
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Quaderni di Dipartimento 8 Quaderni del Dipartimento 4 Carlo Alberto Notebooks 2 Carlo Alberto notebooks 2 ICER Working Papers - Applied Mathematics Series 1 Journal of Multivariate Analysis 1 Research Paper Series / Finance Discipline Group, Business School 1 Statistical Inference for Stochastic Processes 1
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Source
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RePEc 10 ECONIS (ZBW) 6 EconStor 4
Showing 11 - 20 of 20
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A Central Limit Theorem and Its Applications to Multicolor Randomly Reinforced Urns
Berti, Patrizia; Crimaldi, Irene; Pratelli, Luca; Rigo, … - 2010
Persistent link: https://www.econbiz.de/10010343898
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Central Limit Theorems For Multicolor Urns With Dominated Colors
Berti, Patrizia; Crimaldi, Irene; Pratelli, Luca; Rigo, … - 2009
An urn contains balls of d = 2 colors. At each time n = 1, a ball is drawn and then replaced together with a random number of balls of the same color. Let An =diag (An,1, . . . ,An,d) be the n-th reinforce matrix. Assuming EAn,j = EAn,1 for all n and j, a few CLT's are available for such urns....
Persistent link: https://www.econbiz.de/10010335290
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On a Gibbs sampler based random process in Bayesian nonparametrics
Favaro, Stefano; Ruggiero, Matteo; Walker, Stephen G. - Collegio Carlo Alberto, Università degli Studi di Torino - 2009
We define and investigate a new class of measure-valued Markov chains by resorting to ideas formulated in Bayesian nonparametrics related to the Dirichlet process and the Gibbs sampler. Dependent random probability measures in this class are shown to be stationary and ergodic with respect to the...
Persistent link: https://www.econbiz.de/10008518900
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Distributional properties of means of random probability measures
Lijoi, Antonio; Prünster, Igor - Collegio Carlo Alberto, Università degli Studi di Torino - 2009
The present paper provides a review of the results concerning distributional properties of means of random probability measures. Our interest in this topic has originated from inferential problems in Bayesian Nonparametrics. Nonetheless, it is worth noting that these random quantities play an...
Persistent link: https://www.econbiz.de/10008518912
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Central Limit Theorems For Multicolor Urns With Dominated Colors
Berti, Patrizia; Crimaldi, Irene; Pratelli, Luca; Rigo, … - Dipartimento di Scienze Economiche e Aziendali, … - 2009
An urn contains balls of d = 2 colors. At each time n = 1, a ball is drawn and then replaced together with a random number of balls of the same color. Let An =diag (An,1, . . . ,An,d) be the n-th reinforce matrix. Assuming EAn,j = EAn,1 for all n and j, a few CLT’s are available for such urns....
Persistent link: https://www.econbiz.de/10009651008
Saved in:
Cover Image
Central Limit Theorems For Multicolor Urns With Dominated Colors
Berti, Patrizia; Crimaldi, Irene; Pratelli, Luca; Rigo, … - 2009
An urn contains balls of d = 2 colors. At each time n = 1, a ball is drawn and then replaced together with a random number of balls of the same color. Let An =diag (An,1, . . . ,An,d) be the n-th reinforce matrix. Assuming EAn,j = EAn,1 for all n and j, a few CLT s are available for such urns....
Persistent link: https://www.econbiz.de/10010343908
Saved in:
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Posterior analysis of rare variants in Gibbs-type species sampling models
Cesari, Oriana; Favaro, Stefano; Nipoti, Bernardo - In: Journal of Multivariate Analysis 131 (2014) C, pp. 79-98
Species sampling problems have a long history in ecological and biological studies and a number of statistical issues, including the evaluation of species richness, are still to be addressed. In this paper, motivated by Bayesian nonparametric inference for species sampling problems, we consider...
Persistent link: https://www.econbiz.de/10010930745
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Relative Volume as a Doubly Stochastic Binomial Point Process
McCulloch, James - Finance Discipline Group, Business School - 2005
If intra-day volume is modelled as a Cox point process, then relative intra-day cumulative volume (intra-day cumulative volume divided by final total volume) is shown to be a novel generalization of a binomial point process; the doubly stochastic binomial point process. Re-scaling the intra-day...
Persistent link: https://www.econbiz.de/10004984540
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Distributional Properties of means of Random Probability Measures
Lijoi, Antonio; Pruenster, Igor - International Centre for Economic Research (ICER) - 2009
The present paper provides a review of the results concerning distributional properties of means of random probability measures. Our interest in this topic has originated from inferential problems in Bayesian Nonparametrics. Nonetheless, it is worth noting that these random quantities play an...
Persistent link: https://www.econbiz.de/10008495358
Saved in:
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Exact Inference for Random Dirichlet Means
Hjort, Nils; Ongaro, Andrea - In: Statistical Inference for Stochastic Processes 8 (2005) 3, pp. 227-254
Persistent link: https://www.econbiz.de/10005616062
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