2017
DOI: 10.1155/2017/7892507
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Estimation of Poisson‐Dirichlet Parameters with Monotone Missing Data

Abstract: This article considers the estimation of the unknown numerical parameters and the density of the base measure in a PoissonDirichlet process prior with grouped monotone missing data. The numerical parameters are estimated by the method of maximum likelihood estimates and the density function is estimated by kernel method. A set of simulations was conducted, which shows that the estimates perform well.

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“…In the literature, there are a few contributions to methods for learning the PD parameters. Carlton (1999) and Zhou et al (2017) consider MLE for α and θ separately and jointly, providing (Carlton only) caveats on the consistency of the estimators under some conditions. Sibuya and Yamato (2001), following Carlton, show the suboptimality of MLE and present some alternative estimators.…”
Section: The Two‐parameter Poisson–dirichlet Distributionmentioning
confidence: 99%
“…In the literature, there are a few contributions to methods for learning the PD parameters. Carlton (1999) and Zhou et al (2017) consider MLE for α and θ separately and jointly, providing (Carlton only) caveats on the consistency of the estimators under some conditions. Sibuya and Yamato (2001), following Carlton, show the suboptimality of MLE and present some alternative estimators.…”
Section: The Two‐parameter Poisson–dirichlet Distributionmentioning
confidence: 99%