Distributional results for means of normalized random measures with independent increments

By E. Regazzini, Antonio Lijoi, Igor Prünster. 2003

277 citations recorded by the source corpus.

Subfields: Artificial Intelligence, Mathematical Physics, Numerical Analysis

View Paper: https://www.semanticscholar.org/paper/50d2209003edd8f1062109686bb48179dc9638f4

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Citations in the corpus

Bayesian Poisson process partition calculus with an application to Bayesian Lévy moving averages (2005, background): “This class has been discussed in varying generalities and contexts in, for instance, [18, 24, 35, 38, 39, 40 ].”
On the stick-breaking representation of normalized inverse Gaussian priors (2012, methodology): “We now recall the definition of homogeneous normalized random measures with independent increments (Regazzini et al., 2003; James et al., 2006), which contain the Dirichlet and normalized inverse Gaussian processes as special cases.”
Conjugacy as a Distinctive Feature of the Dirichlet Process (2006, methodology): “In Regazzini et al. (2003), it has been successfully employed leading to the definition of a novel class of priors: the ‘normalized random measures with independent increments’ (normalized RMI).”
Bayesian Nonparametric Analysis for a Generalized Dirichlet Process Prior (2005, methodology): “In this paper we study a normalized RMI first considered in Regazzini et al. (2003).”
Almost sure weak convergence of random probability measures (2006, methodology): “’s obtained by normalizing increasing additive processes, as in [13].”
Bayesian inference with dependent normalized completely random measures (2014, methodology): “Such a procedure has then been extended and analyzed for general univariate CRMs in [18,19,36].”
Sequential quasi Monte Carlo (2015, background): “Note thatmt(x1:t−1,xt) is also available in closed-form expression for broader classes of random probability measures including the two-parameter Poisson–Dirichlet process (Pitman and Yor, 1997) and normalised random measures with independent increments (Regazzini et al., 2003; James et al., 2009).”
Bayesian Nonparametric Estimation of the Probability of Discovering New Species (2007, background): “…the proposals present in the literature, such as neutral to the right processes (Doksum, 1974), species-sampling models (Pitman, 1996) and normalized random measures with independent increments (Regazzini et al., 2003), contain the Dirichlet process as a special case and are almost surely discrete.”
Posterior Analysis for Normalized Random Measures with Independent Increments (2009, methodology): “In Regazzini et al. (2003) the class of normalized random measures with independent increments (NRMI) is formally introduced as the normalization of suitably time-changed independent increment processes and distributional results for their means derived: this work shows that, at least in terms of…”