Monte Carlo methods for approximating a
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P. W. Laud; A. F. M. Smith; P. Damien
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Article
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1996
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Springer US
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English
โ 620 KB
In the context of Bayesian non-parametric statistics, the distribution of a stochastic process serves as a prior over the class of functions indexed by its sample paths. Dykstra and Laud (1981) defined a stochastic process whose sample paths can be used to index monotone hazard rates. Although they