期刊名称：Sankhya. Series A, mathematical statistics and probability
印刷版ISSN：0976-836X
电子版ISSN：0976-8378
出版年度：2014
卷号：76
期号：1
页码：158-176
DOI：10.1007/s13171-013-0033-0
语种：English
出版社：Indian Statistical Institute
摘要：This paper develops simple and efficient procedures for sampling approximations of the two-Parameter Poisson-Dirichlet Process and the normalized inverse-Gaussian process. We compare the efficiency of the new approximations with the corresponding stick-breaking approximations, in which we demonstrate a substantial improvement.
关键词：Dirichlet process ; nonparametric Bayesian inference ; normalized inverse-Gaussian process ; simulation ; normalized stable law process ; stick-breaking representation ; two-parameter Poisson-Dirichlet process
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