Publications [#258065] of David B. Dunsonsearch www.stat.duke.edu.
- Dunson, DB; Park, J-H. "Kernel stick-breaking processes." Biometrika 95.2 (2008): 307-323. [doi]
(last updated on 2018/01/20)
We propose a class of kernel stick-breaking processes for uncountable collections of dependent random probability measures. The process is constructed by first introducing an infinite sequence of random locations. Independent random probability measures and beta-distributed random weights are assigned to each location. Predictor-dependent random probability measures are then constructed by mixing over the locations, with stick-breaking probabilities expressed as a kernel multiplied by the beta weights. Some theoretical properties of the process are described, including a covariate-dependent prediction rule. A retrospective Markov chain Monte Carlo algorithm is developed for posterior computation, and the methods are illustrated using a simulated example and an epidemiological application.© US Government/Department of Health and Human Services 2008.