Paper Info
Title
A new algorithm to generate beta processes
Abstract
Based on the fact that any nondecreasing positive Lévy process can be approximated by a sequence of compound Poisson processes, an approximate sampling algorithm to generate a sample path of a beta process is developed. The proposed algorithm is compared with other similar algorithms. Also, illustrated is, as an example, a Markov chain Monte Carlo algorithm for proportional hazard model based on the proposed algorithm.
Year
DOI
Venue
2004
10.1016/j.csda.2003.12.008
Computational Statistics & Data Analysis
Keywords
DocType
Volume
Beta process,Markov chain Monte Carlo,Lévy process
Journal
47
Issue
ISSN
Citations 
3
0167-9473
2
PageRank 
References 
Authors
2.93
0
2
Name
Order
Citations
PageRank
Jae Yong Lee19723.87
Yongdai Kim28918.97