z-logo
Premium
A note on the scale parameter of the dirichlet process
Author(s) -
Walker Stephen G.,
Mallick Bani K.
Publication year - 1997
Publication title -
canadian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.804
H-Index - 51
eISSN - 1708-945X
pISSN - 0319-5724
DOI - 10.2307/3315342
Subject(s) - dirichlet distribution , dirichlet process , mathematics , scale (ratio) , concentration parameter , bayesian probability , categorical distribution , interpretation (philosophy) , scale parameter , prior probability , latent dirichlet allocation , hierarchical dirichlet process , statistics , computer science , bayesian hierarchical modeling , bayes' theorem , mathematical analysis , artificial intelligence , topic model , physics , quantum mechanics , boundary value problem , programming language
This paper gives an interpretation for the scale parameter of a Dirichlet process when the aim is to estimate a linear functional of an unknown probability distribution. We provide exact first and second posterior moments for such functionals under both informative and noninformative prior specifications. The noninformative case provides a normal approximation to the Bayesian bootstrap.

This content is not available in your region!

Continue researching here.

Having issues? You can contact us here
Accelerating Research

Address

John Eccles House
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom