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math.ST2016★ 18 cited
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,…
math.ST2014★ 1 cited
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…