Poisson Process Partition Calculus with applications to Exchangeable models and Bayesian Nonparametrics

Details Poisson Process Partition Calculus with applications to Exchangeable models and Bayesian Nonparametrics Poisson Process Partition Calculus with applications to Exchangeable models and Bayesian Nonparametrics

2002-05-09

arxiv.org/abs/math/0205093v1

Mathematics

Probability

54 pages

Scientific paper

This article discusses the usage of a partiton based Fubini calculus for Poisson processes. The approach is an amplification of Bayesian techniques developed in Lo and Weng for gamma/Dirichlet processes. Applications to models are considered which all fall within an inhomogeneous spatial extension of the size biased framework used in Perman, Pitman and Yor. Among some of the results; an explicit partition based calculus is then developed for such models, which also includes a series of important exponential change of measure formula. These results are applied to obtain results for Levy-Cox models, identities related to the two-parameter Poisson-Dirichlet process and other processes, generalisations of the Markov-Krein correspondence, calculus for extended Neutral to the Right processes, among other things.

Affiliated with

Also associated with

No associations

Rating

Poisson Process Partition Calculus with applications to Exchangeable models and Bayesian Nonparametrics does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Poisson Process Partition Calculus with applications to Exchangeable models and Bayesian Nonparametrics, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Poisson Process Partition Calculus with applications to Exchangeable models and Bayesian Nonparametrics will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-4588