On Simulations from the Two-Parameter Poisson-Dirichlet Process and the Normalized Inverse-Gaussian Process

2012/09/24 by Luai Al Labadi, Labadi, Luai Al, Mahmoud Zarepour +1
Computer Science · Physics and Astronomy · #Bayesian Methods and Mixture Models #Computation (stat.CO) #FOS: Computer and information sciences #Gaussian Processes and Bayesian Inference #Scientific Research and Discoveries

paper · pdf · doi:10.48550/arxiv.1209.5359

openalex publication_date 2012/09/24 · openalex created_date 2022/10/04 · openalex updated_date 2026/07/28

Abstract

In this paper, we develop simple, yet 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 to the corresponding stick-breaking approximations, in which we demonstrate a substantial improvement.

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