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Spiked Dirichlet Process Priors for Gaussian Process Models
Joint Authors
Savitsky, Terrance
Vannucci, Marina
Source
Journal of Probability and Statistics
Issue
Vol. 2010, Issue 2010 (31 Dec. 2010), pp.1-14, 14 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2010-12-06
Country of Publication
Egypt
No. of Pages
14
Main Subjects
Abstract EN
We expand a framework for Bayesian variable selection for Gaussian process (GP) models by employing spiked Dirichlet process (DP) prior constructions over set partitions containing covariates.
Our approach results in a nonparametric treatment of the distribution of the covariance parameters of the GP covariance matrix that in turn induces a clustering of the covariates.
We evaluate two prior constructions: the first one employs a mixture of a point-mass and a continuous distribution as the centering distribution for the DP prior, therefore, clustering all covariates.
The second one employs a mixture of a spike and a DP prior with a continuous distribution as the centering distribution, which induces clustering of the selected covariates only.
DP models borrow information across covariates through model-based clustering.
Our simulation results, in particular, show a reduction in posterior sampling variability and, in turn, enhanced prediction performances.
In our model formulations, we accomplish posterior inference by employing novel combinations and extensions of existing algorithms for inference with DP prior models and compare performances under the two prior constructions.
American Psychological Association (APA)
Savitsky, Terrance& Vannucci, Marina. 2010. Spiked Dirichlet Process Priors for Gaussian Process Models. Journal of Probability and Statistics،Vol. 2010, no. 2010, pp.1-14.
https://search.emarefa.net/detail/BIM-453985
Modern Language Association (MLA)
Savitsky, Terrance& Vannucci, Marina. Spiked Dirichlet Process Priors for Gaussian Process Models. Journal of Probability and Statistics No. 2010 (2010), pp.1-14.
https://search.emarefa.net/detail/BIM-453985
American Medical Association (AMA)
Savitsky, Terrance& Vannucci, Marina. Spiked Dirichlet Process Priors for Gaussian Process Models. Journal of Probability and Statistics. 2010. Vol. 2010, no. 2010, pp.1-14.
https://search.emarefa.net/detail/BIM-453985
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-453985