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Bayesian generalized product partition model

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Date
2010-07-01
Authors
Park, JH
Dunson, DB
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Abstract
Starting with a carefully formulated Dirichlet process (DP) mixture model, we derive a generalized product partition model (GPPM) in which the partition process is predictor-dependent. The GPPM generalizes DP clustering to relax the exchangeability assumption through the incorporation of predictors, resulting in a generalized Pólya urn scheme. In addition, the GPPM can be used for formulating flexible semiparametric Bayes models for conditional distribution estimation, bypassing the need for expensive computation of large numbers of unknowns characterizing priors for dependent collections of random probability measures. A variety of special cases are considered, and an efficient Gibbs sampling algorithm is developed for posterior computation. The methods are illustrated using simulation examples and an epidemiologic application.
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Journal article
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https://hdl.handle.net/10161/4623
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Scholars@Duke

Dunson

David B. Dunson

Arts and Sciences Distinguished Professor of Statistical Science
My research focuses on developing new tools for probabilistic learning from complex data - methods development is directly motivated by challenging applications in ecology/biodiversity, neuroscience, environmental health, criminal justice/fairness, and more.  We seek to develop new modeling frameworks, algorithms and corresponding code that can be used routinely by scientists and decision makers.  We are also interested in new inference framework and in studying theoretical properties
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