Math @ Duke

Publications [#258055] of David B. Dunson
search www.stat.duke.edu.Papers Accepted
 Chung, Y; Dunson, DB, The local Dirichlet process,
Annals of the Institute of Statistical Mathematics, vol. 63 no. 1
(2009),
pp. 5980, ISSN 00203157 [doi]
(last updated on 2017/12/13)
Abstract: As a generalization of the Dirichlet process (DP) to allow predictor dependence, we propose a local Dirichlet process (lDP). The lDP provides a prior distribution for a collection of random probability measures indexed by predictors. This is accomplished by assigning stickbreaking weights and atoms to random locations in a predictor space. The probability measure at a given predictor value is then formulated using the weights and atoms located in a neighborhood about that predictor value. This construction results in a marginal DP prior for the random measure at any specific predictor value. Dependence is induced through local sharing of random components. Theoretical properties are considered and a blocked Gibbs sampler is proposed for posterior computation in lDP mixture models. The methods are illustrated using simulated examples and an epidemiologic application. © 2009 The Institute of Statistical Mathematics, Tokyo.


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