Exact Simulation of Poisson-Dirichlet Distribution and Generalised Gamma Process

Keyphrases

• Simulation Algorithm 100%
• Exact Simulation 100%
• Generalized gamma Process 100%
• Poisson-Dirichlet Distribution 100%
• Numerical Implementation 50%
• Random Vector 50%
• Measurement Algorithm 50%
• Random Weights 50%
• Gamma Process 50%
• Dirichlet Process Prior 50%
• Numerical Inversion 50%
• Acceptance-rejection 50%
• Simulation Problem 50%
• Inhomogeneous Process 50%
• Exponential Integral 50%
• Bayesian Nonparametric Statistics 50%
• GEM Distribution 50%

Mathematics

• time interval τ 100%
• Random Vector 100%
• Bayesian 100%
• Nonparametric Statistics 100%
• Dirichlet Distribution 100%
• Lvy Measure 100%
• Exponential Integral 100%