%0 Journal Article
%T On a Rapid Simulation of the Dirichlet Process
%A Mahmoud Zarepour
%A Luai Al Labadi
%J Statistics
%D 2011
%I arXiv
%X We describe a simple and efficient procedure for approximating the L\'evy measure of a $\text{Gamma}(\alpha,1)$ random variable. We use this approximation to derive a finite sum-representation that converges almost surely to Ferguson's representation of the Dirichlet process based on arrivals of a homogeneous Poisson process. We compare the efficiency of our approximation to several other well known approximations of the Dirichlet process and demonstrate a substantial improvement.
%U http://arxiv.org/abs/1107.0521v3