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