SOME ASPECTS OF POLYA TREE DISTRIBUTIONS FOR STATISTICAL MODELING

被引：216
|
作者：
LAVINE, M
机构：
来源：
ANNALS OF STATISTICS | 1992年 / 20卷 / 03期
关键词：
NONPARAMETRIC BAYES; DIRICHLET PROCESSES; TAILFREE PROCESSES;
D O I：
10.1214/aos/1176348767
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
Polya tree distributions are defined. They are generalizations of Dirichlet processes that allow for the possibility of putting positive mass on the Bet of continuous distributions. Predictive and posterior distributions are explained. A canonical construction of a Polya tree is given so that the Polya tree has any desired predictive distribution. Choices of the Polya tree parameters are discussed. Mixtures of Polya trees are defined and examples are given.
引用
收藏
页码：1222 / 1235
页数：14
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