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 distribution 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.

Favaro, S., Nipoti, B. (2014). Discussion of "On simulation and properties of the stable law" by L. Devroye and L. James. STATISTICAL METHODS & APPLICATIONS, 23(3 - August 2014), 365-369 [10.1007/s10260-014-0270-y].

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

NIPOTI, BERNARDO
2014

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 distribution 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.
Articolo in rivista - Review Essay
Asymptotic credible intervals; Bayesian nonparametric inference; Ewens-Pitman sampling model; Tilted stable distribution; Two-parameter Poisson-Dirichlet process
English
2014
23
3 - August 2014
365
369
none
Favaro, S., Nipoti, B. (2014). Discussion of "On simulation and properties of the stable law" by L. Devroye and L. James. STATISTICAL METHODS & APPLICATIONS, 23(3 - August 2014), 365-369 [10.1007/s10260-014-0270-y].
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/10281/250025
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