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September, 1992 Some Aspects of Polya Tree Distributions for Statistical Modelling
Michael Lavine
Ann. Statist. 20(3): 1222-1235 (September, 1992). DOI: 10.1214/aos/1176348767

Abstract

Polya tree distributions are defined. They are generalizations of Dirichlet processes that allow for the possibility of putting positive mass on the set of continuous distributions. Predictive and posterior distributions are explained. A canonical construction of a Polya tree is given so that the Polya tree has any desired predictive distribution. Choices of the Polya tree parameters are discussed. Mixtures of Polya trees are defined and examples are given.

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Michael Lavine. "Some Aspects of Polya Tree Distributions for Statistical Modelling." Ann. Statist. 20 (3) 1222 - 1235, September, 1992. https://doi.org/10.1214/aos/1176348767

Information

Published: September, 1992
First available in Project Euclid: 12 April 2007

zbMATH: 0765.62005
MathSciNet: MR1186248
Digital Object Identifier: 10.1214/aos/1176348767

Subjects:
Primary: 62A15
Secondary: 62G99

Rights: Copyright © 1992 Institute of Mathematical Statistics

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Vol.20 • No. 3 • September, 1992
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