Beta Processes
2019-10-14 — 2022-04-08
Wherein Hjort’s Beta process is examined as a non-decreasing random measure and its relation to Lévy subordinators is queried, with connection to nonparametric random factor models being noted.
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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?