Math @ Duke
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Publications [#258055] of David B. Dunson
search arxiv.org.Papers Published
- Chung, Y; Dunson, DB, The local Dirichlet process.,
Annals of the Institute of Statistical Mathematics, vol. 63 no. 1
(February, 2011),
pp. 59-80, ISSN 0020-3157 [doi]
(last updated on 2025/04/11)
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 stick-breaking 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.
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