Sequential Monte Carlo methods for mixtures with normalized random measures with independent increments priors
Sign Up to like & getrecommendations! Published in 2017 at "Statistics and Computing"
DOI: 10.1007/s11222-015-9612-3
Abstract: Normalized random measures with independent increments are a general, tractable class of nonparametric prior. This paper describes sequential Monte Carlo methods for both conjugate and non-conjugate nonparametric mixture models with these priors. A simulation study… read more here.
Keywords: normalized random; monte carlo; random measures; carlo methods ... See more keywords
Multi operator-stable random measures and fields
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DOI: 10.1080/15326349.2019.1618714
Abstract: Abstract In this paper we construct vector-valued multi operator-stable random measures that behave locally like operator-stable random measures. The space of integrable functions is characterized in terms of a certain quasi-norm. Moreover, a multi operator-stable… read more here.
Keywords: operator stable; random measures; stable random; multi operator ... See more keywords
Multifractality breaking from bounded random measures.
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DOI: 10.1103/physreve.103.062137
Abstract: Multifractal systems usually have singularity spectra defined on bounded sets of Hölder exponents. As a consequence, their associated multifractal scaling exponents are expected to depend linearly on statistical moment orders at high-enough orders-a phenomenon referred… read more here.
Keywords: random measures; multifractality breaking; breaking bounded; bounded random ... See more keywords