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arXiv · 1902.06020

Projected P\'olya Tree

Luis Nieto-Barajas·Gabriel Nuñez-Antonio
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Abstract

One way of defining probability distributions for circular variables (directions in two dimensions) is to radially project probability distributions, originally defined on $\mathbb{R}^2$, to the unit circle. Projected distributions have proved to be useful in the study of circular and directional data. Although any bivariate distribution can be used to produce a projected circular model, these distributions are typically parametric. In this article we consider a bivariate P\'olya tree on $\mathbb{R}^2$ and project it to the unit circle to define a new Bayesian nonparametric model for circular data. We study the properties of the proposed model, obtain its posterior characterisation and show its performance with simulated and real datasets.

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Luis Nieto-Barajas, Gabriel Nuñez-Antonio. 2019-02-16. Projected P\'olya Tree. https://arxiv.org/abs/1902.06020

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