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Many popular random partition models, such as the Chinese restaurant process and its two-parameter extension, fall in the class of exchangeable random partitions, and have found wide applicability in various fields. While the exchangeability assumption is sensible in many cases, it implies that the size of the clusters necessarily grows linearly with the sample size, and such feature may be undesirable for some applications. We present here a flexible class of…

物种发现的多臂老虎机：贝叶斯非参数方法AI 解读

Marco Battistona, Stefano Favarob* & Yee Whye Tehca Department of Decision Sciences, Bocconi University, Italyb Department of Economics and Statistics, University of Torino and Collegio Carlo Alberto, Torino, Italyc Department of Statistics, University of Oxford, Oxford, United KingdomCONTACT Stefano Favaro stefano.favaro@unito.it Department of Economics and Statistics, University of Torino, 10124 Torino, Italy and Collegio Carlo Alberto, 10024 Moncalieri TO, ItalyColor…

层次 Dirichlet 过程AI 解读

We consider problems involving groups of data where each observation within a group is a draw from a mixture model and where it is desirable to share mixture components between groups. We assume that the number of mixture components is unknown a priori and is to be inferred from the data. In this setting it is natural to consider sets of Dirichlet processes, one for each group, where the well-known clustering property of the Dirichlet process provides a nonparametric prior…