The Yule–Simon distribution has been out of the radar of the Bayesian community, so far. In this note, we propose an explicit Gibbs sampling scheme when a Gamma prior is chosen for the shape parameter. The performance of the algorithm is illustrated with simulation studies, including count data regression, and a real data application to text analysis. We compare our proposal to the frequentist counterparts showing better performance of our algorithm when a small sample size is considered.

A note on the posterior inference for the Yule–Simon distribution / F. Leisen, L. Rossini, C. Villa. - In: JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION. - ISSN 0094-9655. - 87:6(2017), pp. 1179-1188. [10.1080/00949655.2016.1255741]

A note on the posterior inference for the Yule–Simon distribution

L. Rossini;C. Villa
2017

Abstract

The Yule–Simon distribution has been out of the radar of the Bayesian community, so far. In this note, we propose an explicit Gibbs sampling scheme when a Gamma prior is chosen for the shape parameter. The performance of the algorithm is illustrated with simulation studies, including count data regression, and a real data application to text analysis. We compare our proposal to the frequentist counterparts showing better performance of our algorithm when a small sample size is considered.
Yule-Simon distribution; data augmentation; count data regression; text analysis
Settore SECS-S/01 - Statistica
2017
Article (author)
File in questo prodotto:
File Dimensione Formato  
DraftConj_arXiv_NEW.pdf

accesso aperto

Tipologia: Post-print, accepted manuscript ecc. (versione accettata dall'editore)
Dimensione 654.52 kB
Formato Adobe PDF
654.52 kB Adobe PDF Visualizza/Apri
Pubblicazioni consigliate

I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.

Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/2434/794760
Citazioni
  • ???jsp.display-item.citation.pmc??? ND
  • Scopus 5
  • ???jsp.display-item.citation.isi??? 5
social impact