Posterior Gamma process samples by updating prior samples
2022-10-12 — 2022-10-12
functional analysis
generative
Hilbert space
kernel tricks
Lévy processes
measure
nonparametric
physics
point processes
probability
SDEs
spatial
statistics
stochastic processes
time series
uncertainty
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Can we find a transformation that will turn a Gamma process prior sample into a Gamma process posterior sample?
What are the summary statistics for such a process with respect to which we could construct an update? Would it be in terms of rate changes or addition of other processes?