Constructing prior distributions with trees of exchangeable processes

Author:

Monticino Michael

Publisher

Elsevier BV

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Reference26 articles.

1. Aldous, D.J., 1983. Exchangeability and related topics. Ecole d’Ete de Probabilite de Saint-Flour XIII. Lecture Notes in Math., vol. 1117, 1–197.

2. Bertsekas, D.P., Shreve, S.E., 1978. Stochastic Optimal Control: The Discrete Time Case. Academic Press, New York.

3. The Martin boundary for Polya’s urn scheme and an application to stochastic population growth;Blackwell;J.Appl. Probab.,1964

4. Ferguson distributions via Polya urn schemes;Blackwell;Ann. Statist.,1973

5. Dubins, L.E., Freedman, D.A., 1967. Random distribution functions. Proc. 5th Berkeley Symp. Math. Statist. Probab., vol. 2, pp. 183–214.

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2. Random probability measures with given mean and variance;Journal of Theoretical Probability;2002

3. How to Construct a Random Probability Measure;International Statistical Review / Revue Internationale de Statistique;2001-04

4. How to Construct a Random Probability Measure;International Statistical Review;2001-04

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