A unified construction for series representations and finite approximations of completely random measures

Infinite-activity completely random measures (CRMs) have become important building blocks of complex Bayesian nonparametric models. They have been successfully used in various applications such as clustering, density estimation, latent feature models, survival analysis or network science. Popular in...

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Bibliographic Details
Main Authors: Lee, J, Miscouridou, X, Caron, F
Format: Journal article
Language:English
Published: Bernoulli Society for Mathematical Statistics and Probability 2023