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Bayesian modeling via discrete nonparametric priors
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Catalano, Marta, Lijoi, Antonio, Prünster, Igor and Rigon, Tommaso (2023) Bayesian modeling via discrete nonparametric priors. Japanese Journal of Statistics and Data Science, 6 (2). pp. 607-624. doi:10.1007/s42081-023-00210-5 ISSN 2520-8764.
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Official URL: https://doi.org/10.1007/s42081-023-00210-5
Abstract
The availability of complex-structured data has sparked new research directions in statistics and machine learning. Bayesian nonparametrics is at the forefront of this trend thanks to two crucial features: its coherent probabilistic framework, which naturally leads to principled prediction and uncertainty quantification, and its infinite-dimensionality, which exempts from parametric restrictions and ensures full modeling flexibility. In this paper, we provide a concise overview of Bayesian nonparametrics starting from its foundations and the Dirichlet process, the most popular nonparametric prior. We describe the use of the Dirichlet process in species discovery, density estimation, and clustering problems. Among the many generalizations of the Dirichlet process proposed in the literature, we single out the Pitman–Yor process, and compare it to the Dirichlet process. Their different features are showcased with real-data illustrations. Finally, we consider more complex data structures, which require dependent versions of these models. One of the most effective strategies to achieve this goal is represented by hierarchical constructions. We highlight the role of the dependence structure in the borrowing of information and illustrate its effectiveness on unbalanced datasets.
Item Type: | Journal Article | ||||||||
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Subjects: | Q Science > QA Mathematics | ||||||||
Divisions: | Faculty of Science, Engineering and Medicine > Science > Statistics | ||||||||
SWORD Depositor: | Library Publications Router | ||||||||
Library of Congress Subject Headings (LCSH): | Mathematical statistics, Bayesian statistical decision theory, Nonparametric statistics, Dirichlet problem | ||||||||
Journal or Publication Title: | Japanese Journal of Statistics and Data Science | ||||||||
Publisher: | Springer Nature Singapore | ||||||||
ISSN: | 2520-8764 | ||||||||
Official Date: | November 2023 | ||||||||
Dates: |
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Volume: | 6 | ||||||||
Number: | 2 | ||||||||
Page Range: | pp. 607-624 | ||||||||
DOI: | 10.1007/s42081-023-00210-5 | ||||||||
Status: | Peer Reviewed | ||||||||
Publication Status: | Published | ||||||||
Access rights to Published version: | Open Access (Creative Commons) | ||||||||
Date of first compliant deposit: | 10 November 2023 | ||||||||
Date of first compliant Open Access: | 10 November 2023 | ||||||||
RIOXX Funder/Project Grant: |
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