Gibbs Sampling Methods for Stick-Breaking Priors
Top Cited Papers
- 1 March 2001
- journal article
- Published by Taylor & Francis in Journal of the American Statistical Association
- Vol. 96 (453) , 161-173
- https://doi.org/10.1198/016214501750332758
Abstract
A rich and flexible class of random probability measures, which we call stick-breaking priors, can be constructed using a sequence of independent beta random variables. Examples of random measures that have this characterization include the Dirichlet process, its two-parameter extension, the two-parameter Poisson–Dirichlet process, finite dimensional Dirichlet priors, and beta two-parameter processes. The rich nature of stick-breaking priors offers Bayesians a useful class of priors for nonparametric problems, while the similar construction used in each prior can be exploited to develop a general computational procedure for fitting them. In this article we present two general types of Gibbs samplers that can be used to fit posteriors of Bayesian hierarchical models based on stick-breaking priors. The first type of Gibbs sampler, referred to as a Pólya urn Gibbs sampler, is a generalized version of a widely used Gibbs sampling method currently employed for Dirichlet process computing. This method applies t...Keywords
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