Latent Stick-Breaking Processes.

Loading...
Thumbnail Image

Date

2010-04-01

Journal Title

Journal ISSN

Volume Title

Repository Usage Stats

470
views
270
downloads

Citation Stats

Abstract

We develop a model for stochastic processes with random marginal distributions. Our model relies on a stick-breaking construction for the marginal distribution of the process, and introduces dependence across locations by using a latent Gaussian copula model as the mechanism for selecting the atoms. The resulting latent stick-breaking process (LaSBP) induces a random partition of the index space, with points closer in space having a higher probability of being in the same cluster. We develop an efficient and straightforward Markov chain Monte Carlo (MCMC) algorithm for computation and discuss applications in financial econometrics and ecology. This article has supplementary material online.

Department

Description

Provenance

Citation

Published Version (Please cite this version)

10.1198/jasa.2010.tm08241

Publication Info

Rodríguez, Abel, David B Dunson and Alan E Gelfand (2010). Latent Stick-Breaking Processes. J Am Stat Assoc, 105(490). pp. 647–659. 10.1198/jasa.2010.tm08241 Retrieved from https://hdl.handle.net/10161/4401.

This is constructed from limited available data and may be imprecise. To cite this article, please review & use the official citation provided by the journal.

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 of methods we develop.  

Some highlight application areas: 
(1) Modeling of biological communities and biodiversity - we are considering global data on fungi, insects, birds and animals including DNA sequences, images, audio, etc.  Data contain large numbers of species unknown to science and we would like to learn about these new species, community network structure, and the impact of environmental change and climate.

(2) Brain connectomics - based on high resolution imaging data of the human brain, we are seeking to developing new statistical and machine learning models for relating brain networks to human traits and diseases.

(3) Environmental health & mixtures - we are building tools for relating chemical and other exposures (air pollution etc) to human health outcomes, accounting for spatial dependence in both exposures and disease.  This includes an emphasis on infectious disease modeling, such as COVID-19.

Some statistical areas that play a prominent role in our methods development include models for low-dimensional structure in data (latent factors, clustering, geometric and manifold learning), flexible/nonparametric models (neural networks, Gaussian/spatial processes, other stochastic processes), Bayesian inference frameworks, efficient sampling and analytic approximation algorithms, and models for "object data" (trees, networks, images, spatial processes, etc).




Gelfand

Alan E. Gelfand

James B. Duke Distinguished Professor Emeritus of Statistical Science

Unless otherwise indicated, scholarly articles published by Duke faculty members are made available here with a CC-BY-NC (Creative Commons Attribution Non-Commercial) license, as enabled by the Duke Open Access Policy. If you wish to use the materials in ways not already permitted under CC-BY-NC, please consult the copyright owner. Other materials are made available here through the author’s grant of a non-exclusive license to make their work openly accessible.