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潜在断棒过程AI 解读

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…

嵌套狄利克雷过程AI 解读

In multicenter studies, subjects in different centers may have different outcome distributions. This article is motivated by the problem of nonparametric modeling of these distributions, borrowing information across centers while also allowing centers to be clustered. Starting with a stick-breaking representation of the Dirichlet process (DP), we replace the random atoms with random probability measures drawn from a DP. This results in a nested DP prior, which can be placed…