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arXiv · 2108.11997

Contaminated Gibbs-type priors

Federico Camerlenghi·Riccardo Corradin·Andrea Ongaro
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Abstract

Gibbs-type priors are widely used as key components in several Bayesian nonparametric models. By virtue of their flexibility and mathematical tractability, they turn out to be predominant priors in species sampling problems, clustering and mixture modelling. We introduce a new family of processes which extend the Gibbs-type one, by including a contaminant component in the model to account for the presence of anomalies (outliers) or an excess of observations with frequency one. We first investigate the induced random partition, the associated predictive distribution and we characterize the asymptotic behaviour of the number of clusters. All the results we obtain are in closed form and easily interpretable, as a noteworthy example we focus on the contaminated version of the Pitman-Yor process. Finally we pinpoint the advantage of our construction in different applied problems: we show how the contaminant component helps to perform outlier detection for an astronomical clustering problem and to improve predictive inference in a species-related dataset, exhibiting a high number of species with frequency one.

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Federico Camerlenghi, Riccardo Corradin, Andrea Ongaro. 2021-08-26. Contaminated Gibbs-type priors. https://arxiv.org/abs/2108.11997

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