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  • Search: subject:"Random probability measures"
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Year of publication
Subject
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Bayesian Nonparametrics 4 Dirichlet process 4 Random probability measures 4 Completely random measures 3 Functionals of random probability measures 3 Normalized random measures 3 Posterior distribution 3 Cifarelli–Regazzini identity 2 Conditional random probability measures 2 Dynamic mixture models 2 Generalized Stieltjes transform 2 Latent processes 2 Markov processes 2 Neutral to the right processes 2 Random means 2 Random probability measure 2 Stationarity 2 Bayesian consistency 1 Bayesian nonparametric inference 1 Bayesian nonparametrics 1 Blocked Gibbs sampler 1 Bootstrap 1 Cauchy–Stieltjes transform 1 Cifarelli-Regazzini identity 1 Discrete choice models 1 Frechet mean sets 1 Histogram data sets 1 Lauricella hypergeometric functions 1 Means of random probability measures 1 Measurement 1 Messung 1 Mixed Multinomial Logit 1 Normalized Inverse Gaussian process 1 Occupation times 1 Optimal transport 1 Poisson-Dirichlet process 1 Probability theory 1 Random Probability Measures 1 Robust statistics 1 Robustes Verfahren 1
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Online availability
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Free 7 Undetermined 1
Type of publication
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Book / Working Paper 9 Article 2
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1 Working Paper 1
Language
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English 7 Undetermined 3 Spanish 1
Author
All
Lijoi, Antonio 6 Prünster, Igor 5 James, Lancelot F. 3 Martínez-Ovando, Juan Carlos 2 Walker, Stephen G. 2 Blasi, Pierpaolo De 1 Cavaliere, Giuseppe 1 Chon Van Le 1 Favaro, Stefano 1 Georgiev, Iliyan 1 Lau, John W. 1 Mena, Ramsés 1 Pruenster, Igor 1 Taylor, A.M. Robert 1 Uyen Hoang Pham 1
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Institution
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International Centre for Economic Research (ICER) 3 Collegio Carlo Alberto, Università degli Studi di Torino 2 Banco de México 1 Dipartimento di Scienze Economiche e Aziendali, Università degli Studi di Pavia 1 Dipartimento di Scienze Statistiche "Paolo Fortunati", Alma Mater Studiorum - Università di Bologna 1
Published in...
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ICER Working Papers - Applied Mathematics Series 3 Carlo Alberto Notebooks 2 Asian journal of economics and banking : AJEB 1 DEM Working Papers Series 1 Quaderni di Dipartimento 1 Statistical Inference for Stochastic Processes 1 Working Papers 1 Working Papers / Banco de México 1
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Source
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RePEc 9 ECONIS (ZBW) 1 EconStor 1
Showing 1 - 10 of 11
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A prelude to statistics in Wasserstein metric spaces
Chon Van Le; Uyen Hoang Pham - In: Asian journal of economics and banking : AJEB 8 (2024) 1, pp. 54-66
/methodology/approach - The authors spell out the basis and rationale for using Wasserstein metrics on the data space of (random) probability … measures. Findings - In elaborating the new statistical analysis of non-Euclidean data sets, the paper illustrates the …
Persistent link: https://www.econbiz.de/10014497027
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Modelación de series de tiempo, estacionariedad y métodos Bayesianos no paramétricos
Martínez-Ovando, Juan Carlos; Walker, Stephen G. - 2011
In this paper we introduce two general non-parametric first-order stationary time-series models for which marginal (invariant) and transition distributions are expressed as infinite-dimensional mixtures. That feature makes them the first Bayesian stationary fully non-parametric models developed...
Persistent link: https://www.econbiz.de/10010322563
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Time-series Modelling, Stationarity and Bayesian Nonparametric Methods
Martínez-Ovando, Juan Carlos; Walker, Stephen G. - Banco de México - 2011
In this paper we introduce two general non-parametric first-order stationary time-series models for which marginal (invariant) and transition distributions are expressed as infinite-dimensional mixtures. That feature makes them the first Bayesian stationary fully non-parametric models developed...
Persistent link: https://www.econbiz.de/10009319360
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On the stick–breaking representation of normalized inverse Gaussian priors
Favaro, Stefano; Lijoi, Antonio; Prünster, Igor - Dipartimento di Scienze Economiche e Aziendali, … - 2012
Random probability measures are the main tool for Bayesian nonparametric inference, with their laws acting as prior …
Persistent link: https://www.econbiz.de/10010587723
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Wild bootstrap of the mean in the infinite variance case
Cavaliere, Giuseppe; Georgiev, Iliyan; Taylor, A.M. Robert - Dipartimento di Scienze Statistiche "Paolo Fortunati", … - 2011
It is well known that the standard i.i.d. bootstrap of the mean is inconsistent in a location model with infinite variance (?-stable) innovations. This occurs because the bootstrap distribution of a normalised sum of infinite variance random variables tends to a random distribution. Consistent...
Persistent link: https://www.econbiz.de/10011228123
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On the posterior distribution of classes of random means
James, Lancelot F.; Lijoi, Antonio; Prünster, Igor - Collegio Carlo Alberto, Università degli Studi di Torino - 2009
The study of properties of mean functionals of random probability measures is an important area of research in the …
Persistent link: https://www.econbiz.de/10008518899
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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 … Bayesian Nonparametrics. We then present a number of recent contributions concerning means of more general random probability … measures. Our interest in this topic has originated from inferential problems in Bayesian Nonparametrics. Nonetheless, it is …
Persistent link: https://www.econbiz.de/10008518912
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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 … Bayesian Nonparametrics. We then present a number of recent contributions concerning means of more general random probability … measures. Our interest in this topic has originated from inferential problems in Bayesian Nonparametrics. Nonetheless, it is …
Persistent link: https://www.econbiz.de/10008495358
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Bayesian Nonparametric Estimation and Consistency of Mixed Multinomial Logit Choice Models
Blasi, Pierpaolo De; James, Lancelot F.; Lau, John W. - International Centre for Economic Research (ICER) - 2007
This paper develops nonparametric estimation for discrete choice models based on the Mixed Multinomial Logit (MMNL) model. It has been shown that MMNL models encompass all discrete choice models derived under the assumption of random utility maximization, subject to the identification of an...
Persistent link: https://www.econbiz.de/10004980490
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Distributions of Functionals of the two Parameter Poisson-Dirichlet Process
James, Lancelot F.; Lijoi, Antonio; Prünster, Igor - International Centre for Economic Research (ICER) - 2006
The present paper provides exact expressions for the probability distribution of linear functionals of the two–parameter Poisson–Dirichlet process. Distributional results that follow from the application of an inversion formula for a (generalized) Cauchy–Stieltjes transform are achieved....
Persistent link: https://www.econbiz.de/10004972506
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