Beta-product dependent Pitman–Yor processes for Bayesian inference
用于贝叶斯推断的贝塔乘积相依Pitman–Yor过程
Multiple time series data may exhibit clustering over time and the clustering effect may change across different series. This paper is motivated by the Bayesian non-parametric modelling of the dependence between clustering effects in multiple time series analysis. We follow a Dirichlet process mixture approach and define a new class of multivariate dependent Pitman–Yor processes (DPY). The proposed DPY are represented in terms of vectors of stick-breaking processes which…