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POSTERIOR CONSISTENCY OF SPECIES SAMPLING PRIORS
Gun Ho Jang, Jaeyong Lee and Sangyeol Lee
Vol. 20, No. 2 (April 2010), pp. 581-593
Published by: Institute of Statistical Science, Academia Sinica
Stable URL: http://www.jstor.org/stable/24309011
Page Count: 13
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Recently there has been increasing interest in species sampling priors, the nonparametric priors defined as the directing random probability measures of the species sampling sequences. In this paper, we show that not all of the species sampling priors produce consistent posteriors. In particular, in the class of Pitman-Yor process priors, the only priors rendering posterior consistency are essentially the Dirichlet process priors. Under certain conditions, we also give a set of necessary and sufficient conditions for the posterior consistency for the general species sampling prior. Considered examples include the normalized inverse-Gaussian process, the Poisson-Kingman partition, and the Gibbs partition.
Statistica Sinica © 2010 Institute of Statistical Science, Academia Sinica