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How to Construct a Random Probability Measure |
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| Authors: | Michael Monticino |
| Institution: | Department of Mathematics, University of North Texas, Denton, USA. E-mil: |
| Abstract: | This article presents an overview of several constructive methods for generating random probability measures. Applications of random probability measures include Bayesian statistics, average optimal control problems, average error bounds for numerical equation solving methods, and models for random distributions of mass in space. |
| Keywords: | Random probabililty measure Nonparametric Bayesian inference Prior distributio Random homeomorphism Distribution of mass |