A note on Bayesian nonparametric priors derived from exponentially tilted Poisson-Kingman models
arXiv:math/0703552 · doi:10.1016/j.spl.2007.04.011
Abstract
We derive the class of normalized generalized Gamma processes from Poisson-Kingman models (Pitman, 2003) with tempered alfa-stable mixing distribution. Relying on this construction it can be shown that in Bayesian nonparametrics, results on quantities of statistical interest under those priors, like the analogous of the Blackwell-MacQueen prediction rules or the distribution of the number of distinct elements observed in a sample, arise as immediate consequences of Pitman's results.
9 pages