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  • 标题:Beta Processes, Stick-Breaking, and Power Laws
  • 本地全文:下载
  • 作者:Tamara Broderick ; Michael I. Jordan ; Jim Pitman
  • 期刊名称:Bayesian Analysis
  • 印刷版ISSN:1931-6690
  • 电子版ISSN:1936-0975
  • 出版年度:2012
  • 卷号:07
  • 期号:02
  • DOI:10.1214/12-BA715
  • 出版社:International Society for Bayesian Analysis
  • 摘要:

    The beta-Bernoulli process provides a Bayesian nonparametric prior
    for models involving collections of binary-valued features. A draw from the beta
    process yields an in¯nite collection of probabilities in the unit interval, and a
    draw from the Bernoulli process turns these into binary-valued features. Recent
    work has provided stick-breaking representations for the beta process analogous
    to the well-known stick-breaking representation for the Dirichlet process. We de-
    rive one such stick-breaking representation directly from the characterization of
    the beta process as a completely random measure. This approach motivates a
    three-parameter generalization of the beta process, and we study the power laws
    that can be obtained from this generalized beta process. We present a posterior
    inference algorithm for the beta-Bernoulli process that exploits the stick-breaking
    representation, and we present experimental results for a discrete factor-analysis
    model

  • 关键词:Beta Process; Stick-breaking; Power La
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