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math.ST2019
On the Hurwitz zeta function with an application to the beta-exponential distribution
Julyan Arbel, Olivier Marchal, Bernardo Nipoti
We prove a monotonicity property of the Hurwitz zeta function which, in turn, translates into a chain of inequalities for polygamma functions of different orders. We provide a prob…
stat.CO2019
Importance conditional sampling for Pitman-Yor mixtures
Antonio Canale, Riccardo Corradin, Bernardo Nipoti
Nonparametric mixture models based on the Pitman-Yor process represent a flexible tool for density estimation and clustering. Natural generalization of the popular class of Dirichl…