Browsing by Author "Lawrence, Neil D"
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Item Open Access Beta-negative binomial process and poisson factor analysis(Journal of Machine Learning Research, 2012-01-01) Zhou, M; Hannah, LA; Dunson, DB; Carin, L© Copyright 2012 by the authors. A beta-negative binomial (BNB) process is proposed, leading to a beta-gamma-Poisson process, which may be viewed as a "multiscoop" generalization of the beta-Bernoulli process. The BNB process is augmented into a beta-gamma-gamma-Poisson hierarchical structure, and applied as a nonparametric Bayesian prior for an infinite Poisson factor analysis model. A finite approximation for the beta process Lévy random measure is constructed for convenient implementation. Efficient MCMC computations are performed with data augmentation and marginalization techniques. Encouraging results are shown on document count matrix factorization.