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arXiv 1209.3442stat.MEstat.ML
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负二项过程计数与混合模型

Negative Binomial Process Count and Mixture Modeling

Mingyuan Zhou, Lawrence Carin

摘要:

在负二项(NB)过程下,计数和混合建模的看似不相交的问题被统一起来。一个伽玛过程的泊松过程,其归一化提供了一个随机的概率测度的混合建模和其边缘化导致一个NB过程的计数建模的速率测量建模。从NB过程中提取的数据由泊松分布的有限数量的不同原子组成,每个原子与对数分布的数据样本数量相关联。我们揭示了各种计数和混合建模分布之间的关系,并构建了一个连接NB和中国餐厅餐桌分布的泊松对数二元分布。的模型的基本属性的开发,我们得到有效的贝叶斯推断。研究表明,通过增广和归一化,NB过程和γ-NB过程可分别化为Dirichlet过程和分层Dirichlet过程.这些关系突出了NB过程的理论、结构和计算优势。还构造了具有不同共享机制的各种NB过程,包括beta-几何、beta-NB、marked-beta-NB、marked-gamma-NB和零膨胀NB过程。这些模型被应用到主题建模,与现有的算法泊松因子分析下的连接。算例结果表明了同时推断NB色散和概率参数的重要性。

英文摘要:

The seemingly disjoint problems of count and mixture modeling are united under the negative binomial (NB) process. A gamma process is employed to model the rate measure of a Poisson process, whose normalization provides a random probability measure for mixture modeling and whose marginalization leads to an NB process for count modeling. A draw from the NB process consists of a Poisson distributed finite number of distinct atoms, each of which is associated with a logarithmic distributed number of data samples. We reveal relationships between various count- and mixture-modeling distributions and construct a Poisson-logarithmic bivariate distribution that connects the NB and Chinese restaurant table distributions. Fundamental properties of the models are developed, and we derive efficient Bayesian inference. It is shown that with augmentation and normalization, the NB process and gamma-NB process can be reduced to the Dirichlet process and hierarchical Dirichlet process, respectively. These relationships highlight theoretical, structural and computational advantages of the NB process. A variety of NB processes, including the beta-geometric, beta-NB, marked-beta-NB, marked-gamma-NB and zero-inflated-NB processes, with distinct sharing mechanisms, are also constructed. These models are applied to topic modeling, with connections made to existing algorithms under Poisson factor analysis. Example results show the importance of inferring both the NB dispersion and probability parameters.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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