Stick-breaking processes with exchangeable length variables

María F. Gil-Leyva; Ramsés H. Mena

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arXiv · 2008.04475

Stick-breaking processes with exchangeable length variables

María F. Gil-Leyva·Ramsés H. Mena

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Abstract

Our object of study is the general class of stick-breaking processes with exchangeable length variables. These generalize well-known Bayesian non-parametric priors in an unexplored direction. We give conditions to assure the respective species sampling process is proper and the corresponding prior has full support. For a rich sub-class we explain how, by tuning a single $[0,1]$-valued parameter, the stochastic ordering of the weights can be modulated, and Dirichlet and Geometric priors can be recovered. A general formula for the distribution of the latent allocation variables is derived and an MCMC algorithm is proposed for density estimation purposes.

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María F. Gil-Leyva, Ramsés H. Mena. 2021-07-18. Stick-breaking processes with exchangeable length variables. https://arxiv.org/abs/2008.04475

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