Dependent mixtures of geometric weights priors

DOI10.1016/J.CSDA.2017.09.006MaRDI QIDQ1662082zbMATHOpenAlexFDO

Authors Spyridon J. Hatjispyros, Christos Merkatas, Theodoros Nicoleris, Stephen G. Walker

Publication date 17 August 2018

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1701.07776

zbMATH Keywords

Bayesian nonparametric inferencemixture of Dirichlet processdependent processgeometric stick breaking mixturesgeometric stick breaking weights

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric estimation (62G05)

Abstract: A new approach on the joint estimation of partially exchangeable observations is presented by constructing pairwise dependence between $m$ random density functions, each of which is modeled as a mixture of geometric stick breaking processes. This approach is based on a new random central masses version of the Pairwise Dependent Dirichlet Process prior mixture model (PDDP) first introduced in Hatjispyros et al. (2011). The idea is to create pairwise dependence through random measures that are location-preserving-expectations of Dirichlet random measures. Our contention is that mixture modeling with Pairwise Dependent Geometric Stick Breaking Process (PDGSBP) priors is sufficient for prediction and estimation purposes; moreover the associated Gibbs sampler is much faster and easier to implement than its Dirichlet Process based counterpart. To this respect, we provide a-priori-synchronized comparison studies under sparse $m$-scalable synthetic and real data examples.

Recommendations

• Dependent mixtures of Dirichlet processes
• Beta-binomial stick-breaking non-parametric prior
• Dependent mixture models: clustering and borrowing information
• The local Dirichlet process
• On the inferential implications of decreasing weight structures in mixture models

Cites work

• scientific article; zbMATH DE number 774881 (Why is no real title available?)
• A Bayesian analysis of some nonparametric problems
• A Bayesian nonparametric estimator of a multivariate survival function
• A Method for Combining Inference Across Related Nonparametric Bayesian Models
• A new Bayesian nonparametric mixture model
• A nonparametric dependent process for Bayesian regression
• An ANOVA Model for Dependent Random Measures
• Bayesian inference with dependent normalized completely random measures
• Comparing Distributions by using Dependent Normalized Random-Measure Mixtures
• Dependent mixture models: clustering and borrowing information
• Dependent mixtures of Dirichlet processes
• Geometric stick-breaking processes for continuous-time Bayesian nonparametric modeling
• Kernel stick-breaking processes
• On Bayesian nonparametric modelling of two correlated distributions
• On a class of Bayesian nonparametric estimates: I. Density estimates
• Order-Based Dependent Dirichlet Processes
• Random density functions with common atoms and pairwise dependence
• Sampling the Dirichlet Mixture Model with Slices

Cited in

(6)

• On the inferential implications of decreasing weight structures in mixture models
• Joint reconstruction and prediction of random dynamical systems under borrowing of strength
• Beta-binomial stick-breaking non-parametric prior
• System identification using autoregressive Bayesian neural networks with nonparametric noise models
• Asymptotic behavior of the number of distinct values in a sample from the geometric stick-breaking process
• The semi-hierarchical Dirichlet process and its application to clustering homogeneous distributions

This page was built for publication: Dependent mixtures of geometric weights priors

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1662082)