BMLPitmanYor

Project BML on Pitman-Yor process

Advisors

Students :

DARCY Matthieu

DOIZE Antoine

ORIOL Benoit

Layout

I/ Theoretical aspects

a) Description of the process

b) Main results for particular cases of the process

c) Main results for the general process

II/ How to sample from the Pitman-Yor process?

Several methods and several cases

-Brownian movement and Bessel processes

-Chinese restaurant

-Stick breaking

III/ Applications to a toy model

Collapsed Gibbs sampler applied to GMM

References

https://cims.nyu.edu/~bourgade/papers/MasterThesis.pdf

Kingman, J.(1993).Poisson Processes. Clarendon, Oxford