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September 2016 On the Stick-Breaking Representation for Homogeneous NRMIs
S. Favaro, A. Lijoi, C. Nava, B. Nipoti, I. Prünster, Y. W. Teh
Bayesian Anal. 11(3): 697-724 (September 2016). DOI: 10.1214/15-BA964


In this paper, we consider homogeneous normalized random measures with independent increments (hNRMI), a class of nonparametric priors recently introduced in the literature. Many of their distributional properties are known by now but their stick-breaking representation is missing. Here we display such a representation, which will feature dependent stick-breaking weights, and then derive explicit versions for noteworthy special cases of hNRMI. Posterior characterizations are also discussed. Finally, we devise an algorithm for slice sampling mixture models based on hNRMIs, which relies on the representation we have obtained, and implement it to analyze real data.


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S. Favaro. A. Lijoi. C. Nava. B. Nipoti. I. Prünster. Y. W. Teh. "On the Stick-Breaking Representation for Homogeneous NRMIs." Bayesian Anal. 11 (3) 697 - 724, September 2016.


Published: September 2016
First available in Project Euclid: 26 August 2015

zbMATH: 1357.60050
MathSciNet: MR3498043
Digital Object Identifier: 10.1214/15-BA964

Rights: Copyright © 2016 International Society for Bayesian Analysis


Vol.11 • No. 3 • September 2016
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