Publication: A multivariate extension of a vector of Poisson- Dirichlet processes
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2013-06
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Abstract
Recently, Leisen and Lijoi (2011) introduced a bivariate vector of random probability
measures with Poisson-Dirichlet marginals where the dependence is induced through a
Lévy's Copula. In this paper the same approach is used for generalizing such a vector to
the multivariate setting. Some non-trivial results are proved in the multidimensional
case, in particular, the Laplace transform and the Exchangeable Partition Probability
function (EPPF). Finally, some numerical illustrations of the EPPF are provided
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Keywords
Bayesian inference, Dirichlet process, Vectors of Poisson-Dirichlet processes, Multivariate Lévy measure, Partial exchangeability, Partition probability function