18 citations · 20 across the 3 of their papers we have counts for
3 papers
Conjugacy properties of time-evolving Dirichlet and gamma random measures
Omiros Papaspiliopoulos, Matteo Ruggiero, Dario Spanò
We extend classic characterisations of posterior distributions under Dirichlet process and gamma random measures priors to a dynamic framework. We consider the problem of learning,…
Clustering dynamics in a class of normalised generalised gamma dependent priors
Matteo Ruggiero, Matteo Sordello
Normalised generalised gamma processes are random probability measures that induce nonparametric prior distributions widely used in Bayesian statistics, particularly for mixture mo…
Filtering hidden Markov measures
Omiros Papaspiliopoulos, Matteo Ruggiero, Dario Spanò
We consider the problem of learning two families of time-evolving random measures from indirect observations. In the first model, the signal is a Fleming--Viot diffusion, which is…