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arXiv 1809.02463stat.ME
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数据仿射变换下的Dirichlet过程

Dirichlet process mixtures under affine transformations of the data

Julyan Arbel, Riccardo Corradin, Bernardo Nipoti

摘要:

位置-尺度Dirichlet过程混合高斯(DPM-G)在处理密度估计和聚类问题中有着广泛的应用。出于天文应用,在这项工作中,我们解决的稳健性DPM-G模型的仿射变换的数据,任何明智的统计方法的密度估计和聚类的自然要求。首先,我们设计了一个连贯的先验规范的模型,使后验推理不变的仿射变换的数据。其次,我们正式的渐近鲁棒性的概念下的数据转换,并表明,温和的假设,真实的数据生成过程中,足以确保DPM-G模型具有这样的属性。我们的调查是支持一个广泛的模拟研究,并说明了由物理测量的球状星团NGC 2419领域的恒星组成的天文数据集的分析。

英文摘要:

Location-scale Dirichlet process mixtures of Gaussians (DPM-G) have proved extremely useful in dealing with density estimation and clustering problems in a wide range of domains. Motivated by an astronomical application, in this work we address the robustness of DPM-G models to affine transformations of the data, a natural requirement for any sensible statistical method for density estimation and clustering. First, we devise a coherent prior specification of the model which makes posterior inference invariant with respect to affine transformations of the data. Second, we formalise the notion of asymptotic robustness under data transformation and show that mild assumptions on the true data generating process are sufficient to ensure that DPM-G models feature such a property. Our investigation is supported by an extensive simulation study and illustrated by the analysis of an astronomical dataset consisting of physical measurements of stars in the field of the globular cluster NGC 2419.

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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