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Stick-Breaking Processes With Exchangeable Length Variables
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DOI：10.1080/01621459.2021.1941054.png)
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摘要
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Our object of study is the general class of stick-breaking processes with exchangeable length variables. These generalize well-known Bayesian nonparametric priors in an unexplored direction. We give conditions to assure the respective species sampling process is proper and the corresponding prior has full support. For a rich subclass we explain how, by tuning a single [0,1]-valued parameter, the stochastic ordering of the weights can be modulated, and Dirichlet and Geometric priors can be recovered. A general formula for the distribution of the latent allocation variables is derived and an MCMC algorithm is proposed for density estimation purposes.
Keyword:
Dirichlet process
Exchangeable sequence
Geometric process
Species sampling process
Stick-breaking
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3
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5.2K
被引数:
4.8W
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