Beta Processes
October 14, 2019 — April 8, 2022
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?
1 References
Hjort. 1992. “On Inference in Parametric Survival Data Models.” International Statistical Review / Revue Internationale de Statistique.
Thibaux, and Jordan. 2007. “Hierarchical Beta Processes and the Indian Buffet Process.” In Proceedings of the Eleventh International Conference on Artificial Intelligence and Statistics.
Wolpert. 2021. “Lecture Notes on Stationary Gamma Processes.” arXiv:2106.00087 [Math].