Abstract
In this paper we investigate the stick-breaking representation for the class of $\sigma$-stable Poisson-Kingman models, also known as Gibbs-type random probability measures. This class includes as special cases most of the discrete priors commonly used in Bayesian nonparametrics, such as the two parameter Poisson-Dirichlet process and the normalized generalized Gamma process. Under the assumption $\sigma=u/v$, for any coprime integers $1\leq u<v$ such that $u/v\leq1/2$, we show that a $\sigma$-stable Poisson-Kingman model admits an explicit stick-breaking representation in terms of random variables which are obtained by suitably transforming Gamma random variables and products of independent Beta and Gamma random variables.
Citation
Stefano Favaro. Maria Lomeli. Bernardo Nipoti. Yee Whye Teh. "On the stick-breaking representation of $\sigma$-stable Poisson-Kingman models." Electron. J. Statist. 8 (1) 1063 - 1085, 2014. https://doi.org/10.1214/14-EJS921
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