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. Wecompare 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
ROSSINI, LUCA;
2017-01-01
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. Wecompare our proposal to the frequentist counterparts showing better performance of our algorithm when a small sample size is considered.
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