\[\renewcommand{\var}{\operatorname{Var}} \renewcommand{\corr}{\operatorname{Corr}} \renewcommand{\dd}{\mathrm{d}} \renewcommand{\bb}[1]{\mathbb{#1}} \renewcommand{\vv}[1]{\boldsymbol{#1}} \renewcommand{\rv}[1]{\mathsf{#1}} \renewcommand{\vrv}[1]{\vv{\rv{#1}}} \renewcommand{\disteq}{\stackrel{d}{=}} \renewcommand{\gvn}{\mid} \renewcommand{\Ex}{\mathbb{E}} \renewcommand{\Pr}{\mathbb{P}}\]

An interesting process associated with nonparametric random factor models. Hjort’s Beta process is non decreasing, so it looks like a Lévy subordinator. Is it?

## References

Hjort, Nils Lid. 1992. “On Inference in Parametric Survival Data Models.”

*International Statistical Review / Revue Internationale de Statistique*60 (3): 355–87.Thibaux, Romain, and Michael I. Jordan. 2007. “Hierarchical Beta Processes and the Indian Buffet Process.” In

*Proceedings of the Eleventh International Conference on Artificial Intelligence and Statistics*, 564–71. PMLR.Wolpert, Robert L. 2021. “Lecture Notes on Stationary Gamma Processes.”

*arXiv:2106.00087 [Math]*, May.
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