A simple proof of Pitman–Yor’s Chinese restaurant process from its stick-breaking representation
For a long time, the Dirichlet process has been the gold standard discrete random measure in Bayesian nonparametrics. The Pitman-Yor process provides a simple and mathematically tractable generalization, allowing for a very flexible control of the clustering behaviour. Two commonly used representati...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
De Gruyter
2019-03-01
|
| Series: | Dependence Modeling |
| Subjects: | |
| Online Access: | https://doi.org/10.1515/demo-2019-0003 |