We contribute to the discussion of the paper by Devroye and James, by reviewing some of the most meaningful results that relate the unilateral stable distri- bution with the asymptotic behavior of the so-called Ewens-Pitman sampling model. Our focus is then on how these results have been exploited in the context of Bayesian nonparametric inference for species sampling problems.

Discussion of "On simulation and properties of the stable law" by L. Devroye and L. James

FAVARO, STEFANO;NIPOTI, BERNARDO
2014-01-01

Abstract

We contribute to the discussion of the paper by Devroye and James, by reviewing some of the most meaningful results that relate the unilateral stable distri- bution with the asymptotic behavior of the so-called Ewens-Pitman sampling model. Our focus is then on how these results have been exploited in the context of Bayesian nonparametric inference for species sampling problems.
2014
23
365
369
Tilted stable distribution, Ewens-Pitman sampling model, Bayesian nonparametric inference, Two-parameter Poisson-Dirichlet process , Asymptotic credible intervals
Stefano Favaro; Bernardo Nipoti
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/2318/155533
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