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Posterior analysis for some classes of nonparametric models

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  • Antonio Lijoi
  • Igor Pruenster
  • Stephen G. Walker

Abstract

Recently, James [15, 16] has derived important results for various models in Bayesian nonparametric inference. In particular, he de ned a spatial version of neutral to the right processes and derived their posterior distribution. Moreover, he obtained the posterior distribution for an intensity or hazard rate modeled as a mixture under a general multiplicative intensity model. His proofs rely on the so{called Bayesian Poisson partition calculus. Here we provide new proofs based on an alternative technique.

Suggested Citation

  • Antonio Lijoi & Igor Pruenster & Stephen G. Walker, 2008. "Posterior analysis for some classes of nonparametric models," ICER Working Papers - Applied Mathematics Series 05-2008, ICER - International Centre for Economic Research.
    • Handle: RePEc:icr:wpmath:05-2008
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    File URL: http://www.bemservizi.unito.it/repec/icr/wp2008/ICERwp05-08.pdf
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    References listed on IDEAS

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    1. Ilenia Epifani, 2003. "Exponential functionals and means of neutral-to-the-right priors," Biometrika, Biometrika Trust, vol. 90(4), pages 791-808, December.
    2. Ishwaran, Hemant & James, Lancelot F., 2004. "Computational Methods for Multiplicative Intensity Models Using Weighted Gamma Processes: Proportional Hazards, Marked Point Processes, and Panel Count Data," Journal of the American Statistical Association, American Statistical Association, vol. 99, pages 175-190, January.
    3. James, Lancelot F., 2003. "A simple proof of the almost sure discreteness of a class of random measures," Statistics & Probability Letters, Elsevier, vol. 65(4), pages 363-368, December.
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    Cited by:

    1. Ilenia Epifani & Antonio Lijoi, 2009. "Nonparametric Priors for Vectors of Survival Functions," Quaderni di Dipartimento 098, University of Pavia, Department of Economics and Quantitative Methods.
    2. Arbel, Julyan & Lijoi, Antonio & Nipoti, Bernardo, 2016. "Full Bayesian inference with hazard mixture models," Computational Statistics & Data Analysis, Elsevier, vol. 93(C), pages 359-372.

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    More about this item

    Keywords

    Bayesian Nonparametrics; Completely random measure; Hazard rate; Neutral to the right prior; Multiplicative intensity model.;
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