19 citations · 55 across the 21 of their papers we have counts for
21 papers · 1 filter
Dynamical models for the two-parameter Poisson-Dirichlet distribution and the Pitman-Yor process
Shui Feng, Wei Sun
In this paper, we introduce and study a family of diffusion processes associated with the Pitman-Yor process and the two-parameter Poisson-Dirichlet distribution. The diffusion coe…
Hierarchical Dirichlet Process and Relative Entropy
Shui Feng
The Hierarchical Dirichlet process is a discrete random measure serving as an important prior in Bayesian non-parametrics. It is motivated with the study of groups of clustered dat…
Strategy-Driven Limit Theorems Associated Bandit Problems
Zengjing Chen, Shui Feng, Guodong Zhang
Motivated by the study of asymptotic behaviour of the bandit problems, we obtain several strategy-driven limit theorems including the law of large numbers, the large deviation prin…
Large Deviations For Randomly Weighted Sums of Random Measures
Shui Feng
Let be a sequence of i.i.d. random probability measures. Independently, for each , let be a random vector of posi…
A dynamic model for the two-parameter Dirichlet process
Shui Feng, Wei Sun
Let , , and be a probability measure on a type space . In this paper, we investigate the stochastic dynamic model for the two-parameter Dirichlet process $Π…
Moderate deviations for Ewens-Pitman exchangeable random partitions
Stefano Favaro, Shui Feng, Fuqing Gao
Consider a population of individuals belonging to an infinity number of types, and assume that type proportions follow the two-parameter Poisson-Dirichlet distribution. A sample of…