A note on Bayesian nonparametric priors derived from exponentially tilted Poisson-Kingman models

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dc.creatorCerquetti, Annalisa
dc.date2007-03-19
dc.date.accessioned2026-07-07T08:42:45Z
dc.date.available2026-07-07T08:42:45Z
dc.descriptionWe derive the class of normalized generalized Gamma processes from Poisson-Kingman models (Pitman, 2003) with tempered alfa-stable mixing distribution. Relying on this construction it can be shown that in Bayesian nonparametrics, results on quantities of statistical interest under those priors, like the analogous of the Blackwell-MacQueen prediction rules or the distribution of the number of distinct elements observed in a sample, arise as immediate consequences of Pitman's results.
dc.description9 pages
dc.identifierhttps://arxiv.org/abs/math/0703552
dc.identifierhttp://arxiv.org/abs/math/0703552
dc.identifierStatistics & Probability Letters 77 (2007) 1705-1711
dc.identifierdoi:10.1016/j.spl.2007.04.011
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/142071
dc.subjectProbability
dc.subject60G57 (Primary) 60G09 (Secondary)
dc.titleA note on Bayesian nonparametric priors derived from exponentially tilted Poisson-Kingman models
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