In this paper we show how to perform perfect simulation of a functional of a Dirichlet process when the values of the functional are bounded. We also give a procedure for "approximate" in the case of unbounded functional values.

Perfect simulation involving functionals of a Dirichlet process

Guglielmi A;
2002

Abstract

In this paper we show how to perform perfect simulation of a functional of a Dirichlet process when the values of the functional are bounded. We also give a procedure for "approximate" in the case of unbounded functional values.
2002
Istituto di Matematica Applicata e Tecnologie Informatiche - IMATI -
Dirichlet process
Markov chains
perfect sampling
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/20.500.14243/51501
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