## Poisson calculus for spatial neutral to the right processes (2003)

Citations: | 9 - 1 self |

### BibTeX

@MISC{James03poissoncalculus,

author = {Lancelot F. James},

title = {Poisson calculus for spatial neutral to the right processes },

year = {2003}

}

### OpenURL

### Abstract

In this paper we consider classes of nonparametric priors on spaces of distribution functions and cumulative hazard measures that are based on extensions of the neutral to the right (NTR) concept. In particular, spatial neutral to the right processes that extend the NTR concept from priors on the class of distributions on the real line to classes of distributions on general spaces are discussed. Representations of the posterior distribution of the spatial NTR processes are given. A different type of calculus than traditionally employed in the Bayesian literature, based on Poisson process partition calculus methods described in James (2002), is provided which offers a streamlined proof of posterior results for NTR models and its spatial extension. The techniques are applied to progressively more complex models ranging from the complete data case to semiparametric multiplicative intensity models. Refinements are then given which describes the underlying properties of spatial NTR processes analogous to those developed for the Dirichlet process. The analysis yields accessible moment formulae and characterizations of the posterior distribution and relevant marginal distributions. An EPPF formula and additionally a distribution related to the risk and death sets is computed. In the homogeneous case, these distributions turn out to be connected and overlap with recent work on regenerative compositions defined by suitable discretisation of subordinators. The formulae we develop for the marginal distribution of spatial NTR models provide clues on how to sample posterior distributions in complex settings. In addition the spatial NTR is further extended to the mixture model setting which allows for applicability of such processes to much more complex data structures. A description of a species sampling model derived from a spatial NTR model is also given.