Hidden Markov Pólya Trees for High-Dimensional Distributions
用于高维分布的隐马尔可夫 Pólya 树
The Pólya tree (PT) process is a general-purpose Bayesian nonparametric model that has found wide application in a range of inference problems. It has a simple analytic form and the posterior computation boils down to beta-binomial conjugate updates along a partition tree over the sample space. Recent development in PT models shows that performance of these models can be substantially improved by (i) allowing the partition tree to adapt to the structure of the underlying…