4 papers
Large parameter asymptotic analysis for homogeneous normalized random measures with independent increments
Junxi Zhang, Shui Feng, Yaozhong Hu
Homogeneous normalized random measures with independent increments (hNRMIs) represent a broad class of Bayesian nonparametric priors and thus are widely used. In this paper, we obt…
Managing Temporal Resolution in Continuous Value Estimation: A Fundamental Trade-off
Zichen Zhang, Johannes Kirschner, Junxi Zhang +4
A default assumption in reinforcement learning (RL) and optimal control is that observations arrive at discrete time points on a fixed clock cycle. Yet, many applications involve c…
Large sample asymptotic analysis for normalized random measures with independent increments
Junxi Zhang, Yaozhong Hu
Normalized random measures with independent increments represent a large class of Bayesian nonaprametric priors and are widely used in the Bayesian nonparametric framework. In this…
Functional central limit theorems for stick-breaking priors
Yaozhong Hu, Junxi Zhang
We obtain the empirical strong law of large numbers, empirical Glivenko-Cantelli theorem, central limit theorem, functional central limit theorem for various nonparametric Bayesian…