Markov chain Monte Carlo in approximate Dirichlet and beta two-parameter process hierarchical models

@article{Ishwaran2000MarkovCM,
  title={Markov chain Monte Carlo in approximate Dirichlet and beta two-parameter process hierarchical models},
  author={H. Ishwaran and M. Zarepour},
  journal={Biometrika},
  year={2000},
  volume={87},
  pages={371-390}
}
SUMMARY We present some easy-to-construct random probability measures which approximate the Dirichlet process and an extension which we will call the beta two-parameter process. The nature of these constructions makes it simple to implement Markov chain Monte Carlo algorithms for fitting nonparametric hierarchical models and mixtures of nonparametric hierarchical models. For the Dirichlet process, we consider a truncation approximation as well as a weak limit approximation based on a mixture of… Expand
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