Rodríguez Abel, Quintana Fernando A
Department of Applied Mathematics and Statistics, University of California, Santa Cruz, USA.
Departamento de Estadística, Facultad de Matemáticas, Pontificia Universidad Católica de Chile, Santiago, Chile.
J Stat Plan Inference. 2015 Feb;157-158:108-120. doi: 10.1016/j.jspi.2014.08.008.
We discuss fully Bayesian inference in a class of species sampling models that are induced by residual allocation (sometimes called stick-breaking) priors on almost surely discrete random measures. This class provides a generalization of the well-known Ewens sampling formula that allows for additional flexibility while retaining computational tractability. In particular, the procedure is used to derive the exchangeable predictive probability functions associated with the generalized Dirichlet process of Hjort (2000) and the probit stick-breaking prior of Chung and Dunson (2009) and Rodriguez and Dunson (2011). The procedure is illustrated with applications to genetics and nonparametric mixture modeling.