On Simulations from the Two-Parameter Poisson-Dirichlet Process and the Normalized Inverse-Gaussian Process
Luai Al Labadi, Mahmoud Zarepour · arXiv (Cornell University) · 2012
In this paper, we develop simple, yet efficient, procedures for sampling approximations of the two-Parameter Poisson-Dirichlet Process and the normalized inverse-Gaussian process. We compare the efficiency of the new approximations to the corresponding stick-breaking approximations, in which we demonstrate a substantial improvement.