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Posterior analysis for some classes of nonparametric models

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  • Antonio Lijoi
  • Igor Prünster
  • S. Walker

Abstract

Recently, James [L.F. James, Bayesian Poisson process partition calculus with an application to Bayesian Lévy moving averages, Ann. Statist. 33 (2005), pp. 1771–1799.] and [L.F. James, Poisson calculus for spatial neutral to the right processes, Ann. Statist. 34 (2006), pp. 416–440.] has derived important results for various models in Bayesian nonparametric inference. In particular, in ref. [L.F. James, Poisson calculus for spatial neutral to the right processes, Ann. Statist. 34 (2006), pp. 416–440.] a spatial version of neutral to the right processes is defined and their posterior distribution derived. Moreover, in ref. [L.F. James, Bayesian Poisson process partition calculus with an application to Bayesian Lévy moving averages, Ann. Statist. 33 (2005), pp. 1771–1799.] the posterior distribution for an intensity or hazard rate modelled as a mixture under a general multiplicative intensity model is obtained. His proofs rely on the so-called Bayesian Poisson partition calculus. Here we provide alternative proofs based on a different technique.

Suggested Citation

  • Antonio Lijoi & Igor Prünster & S. Walker, 2008. "Posterior analysis for some classes of nonparametric models," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 20(5), pages 447-457.
    • Handle: RePEc:taf:gnstxx:v:20:y:2008:i:5:p:447-457
    DOI: 10.1080/10485250802196364
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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.

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