TY - JOUR
T1 - A note on the posterior inference for the Yule–Simon distribution
AU - Leisen, Fabrizio
AU - Rossini, Luca
AU - Villa, Cristiano
PY - 2017/4/13
Y1 - 2017/4/13
N2 - 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.
AB - 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.
KW - count data regression
KW - data augmentation
KW - text analysis
KW - Yule–Simon distribution
UR - http://www.scopus.com/inward/record.url?scp=84994812863&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=84994812863&partnerID=8YFLogxK
U2 - 10.1080/00949655.2016.1255741
DO - 10.1080/00949655.2016.1255741
M3 - Article
AN - SCOPUS:84994812863
VL - 87
SP - 1179
EP - 1188
JO - Journal of statistical computation and simulation
JF - Journal of statistical computation and simulation
SN - 0094-9655
IS - 6
ER -