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A Survey of Non-Exchangeable Priors for Bayesian Nonparametric Models
PrePrint
ISSN: 0162-8828
Nicholas J. Foti, University of Washington, Seattle
Sinead A. Williamson, University of Texas at Austin, Austin
Dependent nonparametric processes extend distributions over measures, such as the Dirichlet process and the beta process, to give distributions over collections of measures, typically indexed by values in some covariate space. Such models are appropriate priors when exchangeability assumptions do not hold, and instead we want our model to vary fluidly with some set of covariates. Since the concept of dependent nonparametric processes was formalized by MacEachern, there have been a number of models proposed and used in the statistics and machine learning literatures. Many of these models exhibit underlying similarities, an understanding of which, we hope, will help in selecting an appropriate prior, developing new models, and leveraging inference techniques.
Index Terms:
Stochastic processes,Introductory and Survey
Citation:
Nicholas J. Foti, Sinead A. Williamson, "A Survey of Non-Exchangeable Priors for Bayesian Nonparametric Models," IEEE Transactions on Pattern Analysis and Machine Intelligence, 21 Nov. 2013. IEEE computer Society Digital Library. IEEE Computer Society, <http://doi.ieeecomputersociety.org/10.1109/TPAMI.2013.224>
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