Math @ Duke
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Publications [#258065] of David B. Dunson
search arxiv.org.Papers Published
- Dunson, DB; Park, JH, Kernel stick-breaking processes,
Biometrika, vol. 95 no. 2
(June, 2008),
pp. 307-323, Oxford University Press (OUP), ISSN 0006-3444 [doi]
(last updated on 2025/04/11)
Abstract: 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.
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