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arXiv 1301.0802math.STcs.LGmath.PRstat.TH
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层次贝叶斯中的借用强度:Dirichlet基测度的后验集中

Borrowing strengh in hierarchical Bayes: Posterior concentration of the Dirichlet base measure

University of Michigan(密歇根大学)

XuanLong Nguyen

摘要:

本文研究了Dirichlet测度的基概率测度在给定采样Dirichlet过程的观测值时,当观测值个数趋于无穷大时的后验集中性态.基础测量本身被赋予另一个狄利克雷先验,一种被称为分层狄利克雷过程的构造(Teh等人[J. Amer. Statist. 101(2006)1566-1581])。收敛速度是在传输距离中建立的(即,Wasserstein度量)在各种条件下对真基测度的支持几何的研究。作为该理论的结果,我们证明了在多组数据的推断中“借用力量”的好处-这是一种经常被用来激励分层建模的强大洞察力。在某些设置中,由于潜在的层次结构,效率的增益可以是显著的,从标准的非参数速率提高到参数的收敛速率。开发的工具包括运输距离的非参数贝叶斯层次的随机措施,存在的狄利克雷措施的测试,和几何性质的支持狄利克雷措施。

英文摘要:

This paper studies posterior concentration behavior of the base probability measure of a Dirichlet measure, given observations associated with the sampled Dirichlet processes, as the number of observations tends to infinity. The base measure itself is endowed with another Dirichlet prior, a construction known as the hierarchical Dirichlet processes (Teh et al. [J. Amer. Statist. Assoc. 101 (2006) 1566-1581]). Convergence rates are established in transportation distances (i.e., Wasserstein metrics) under various conditions on the geometry of the support of the true base measure. As a consequence of the theory, we demonstrate the benefit of "borrowing strength" in the inference of multiple groups of data - a powerful insight often invoked to motivate hierarchical modeling. In certain settings, the gain in efficiency due to the latent hierarchy can be dramatic, improving from a standard nonparametric rate to a parametric rate of convergence. Tools developed include transportation distances for nonparametric Bayesian hierarchies of random measures, the existence of tests for Dirichlet measures, and geometric properties of the support of Dirichlet measures.

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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