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  • 标题:On the Support of Maceachern's Dependent Dirichlet Processes and Extensions
  • 本地全文:下载
  • 作者:Andres F. Barrientos ; Alejandro Jara ; Fernando A. Quintana
  • 期刊名称:Bayesian Analysis
  • 印刷版ISSN:1931-6690
  • 电子版ISSN:1936-0975
  • 出版年度:2012
  • 卷号:07
  • 期号:02
  • DOI:10.1214/12-BA709
  • 出版社:International Society for Bayesian Analysis
  • 摘要:

    We study the support properties of Dirichlet process{based models for
    sets of predictor{dependent probability distributions. Exploiting the connection
    between copulas and stochastic processes, we provide an alternative de¯nition of
    MacEachern's dependent Dirichlet processes. Based on this de¯nition, we provide
    su±cient conditions for the full weak support of di®erent versions of the process. In
    particular, we show that under mild conditions on the copula functions, the version
    where only the support points or the weights are dependent on predictors have full
    weak support. In addition, we also characterize the Hellinger and Kullback{Leibler
    support of mixtures induced by the di®erent versions of the dependent Dirichlet
    process. A generalization of the results for the general class of dependent stick{
    breaking processes is also provided.

  • 关键词:Related probability distributions; Bayesian nonparametrics; Copulas; Weak support; Hellinger support; Kullback
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