A unified construction for series representations and finite approximations of completely random measures

26 May 2019Juho LeeXenia MiscouridouFrançois Caron

Infinite-activity completely random measures (CRMs) have become important building blocks of complex Bayesian nonparametric models. They have been successfully used in various applications such as clustering, density estimation, latent feature models, survival analysis or network science... (read more)

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