Math @ Duke

Publications [#258054] of David B. Dunson
search www.stat.duke.edu.Papers Published
 Dunson, DB, Nonparametric Bayes local partition models for random effects,
Biometrika, vol. 96 no. 2
(2009),
pp. 249262, ISSN 00063444 [doi]
(last updated on 2018/01/22)
Abstract: This paper focuses on the problem of choosing a prior for an unknown random effects distribution within a Bayesian hierarchical model. The goal is to obtain a sparse representation by allowing a combination of global and local borrowing of information. A local partition process prior is proposed, which induces dependent local clustering. Subjects can be clustered together for a subset of their parameters, and one learns about similarities between subjects increasingly as parameters are added. Some basic properties are described, including simple twoparameter expressions for marginal and conditional clustering probabilities. A slice sampler is developed which bypasses the need to approximate the countably infinite random measure in performing posterior computation. The methods are illustrated using simulation examples, and an application to hormone trajectory data. © 2009 Biometrika Trust.


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