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Statistics Based on Dirichlet Processes and Related Topics by Hajime Yamato
Statistics Based on Dirichlet Processes and Related Topics by Hajime Yamato
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Statistics Based on Dirichlet Processes and Related Topics

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Description

This book focuses on the properties associated with the Dirichlet process, describing its use a priori for nonparametric inference and the Bayes estimate to obtain limits for the estimable parameter. It presents the limits and the well-known U- and V-statistics as a convex combination of U-statistics, and by investigating this convex combination, it demonstrates  these three statistics. Next, the book notes that the Dirichlet process gives the discrete distribution with probability one, even if the parameter of the process is continuous. Therefore, there are duplications among the sample from the distribution, which are discussed. Because sampling from the Dirichlet process is described sequentially, it can be described equivalently by the Chinese restaurant process. Using this process, the Donnelly–Tavaré–Griffiths formulas I and II are obtained, both of which give the Ewens’ samplingformula. The book then shows the convergence and approximation of the distribution for its number of distinct components. Lastly, it explains the interesting properties of the Griffiths–Engen–McCloskey distribution, which is related to the Dirichlet process and the Ewens’ sampling formula.

Author Biography:

Hajime Yamato, Professor Emeritus of Kagoshima University.
Release date Australia
July 18th, 2020
Author
Audiences
  • Postgraduate, Research & Scholarly
  • Professional & Vocational
Edition
1st ed. 2020
Illustrations
7 Illustrations, black and white; VIII, 74 p. 7 illus.
Pages
74
ISBN-13
9789811569746
Product ID
33536113

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