Skip to main content

Density Estimation: Models Beyond the DP

  • Chapter
Bayesian Nonparametric Data Analysis

Abstract

The ubiquitous use of Dirichlet process models should not discourage researchers from considering interesting features of alternative models. In particular, the Polya tree model turns out to be an attractive choice for some applications. In this chapter we discuss the use of the Polya tree prior and its variations for density estimation. We define the model, introduce computation efficient methods for posterior inference and identify relative advantages and limitations compared with Dirichlet process models.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 89.00
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Hardcover Book
USD 119.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

References

  • Argiento R, Guglielmi A, Pievatolo A (2010) Bayesian density estimation and model selection using nonparametric hierarchical mixtures. Comput Stat Data Anal 54(4):816–832

    Article  MATH  MathSciNet  Google Scholar 

  • Barrios E, Lijoi A, Nieto-Barajas LE, Prünster, I (2013) Modeling with normalized random measure mixture models. Stat Sci 28:313–334

    Article  Google Scholar 

  • Barron A, Schervish MJ, Wasserman L (1999) Posterior distributions in nonparametric problems. Ann Stat 27:536–561

    Article  MATH  MathSciNet  Google Scholar 

  • Berger J, Guglielmi A (2001) Bayesian testing of a parametric model versus nonparametric alternatives. J Am Stat Assoc 96:174–184

    Article  MATH  MathSciNet  Google Scholar 

  • Blackwell D, MacQueen JB (1973) Ferguson distributions via Pólya urn schemes. Ann Stat 1:353–355

    Article  MATH  MathSciNet  Google Scholar 

  • Dubins LE, Freedman DA (1967) Random distribution functions. In: Proceedings of the fifth Berkeley symposium on mathematics, statistics and probability, vol 2, pp 183–214

    Google Scholar 

  • Efromovich S (1999) Nonparametric curve estimation: methods, theory and applications. Springer, New York

    MATH  Google Scholar 

  • Escobar MD, West M (1995) Bayesian density estimation and inference using mixtures. J Am Stat Assoc 90:577–588

    Article  MATH  MathSciNet  Google Scholar 

  • Favaro S, Teh YW (2013) MCMC for normalized random measure mixture models. Stat Sci 28:335–359

    Article  MathSciNet  Google Scholar 

  • Ferguson TS (1973) A Bayesian analysis of some nonparametric problems. Ann Stat 1:209–230

    Article  MATH  MathSciNet  Google Scholar 

  • Ferguson TS (1974) Prior distribution on the spaces of probability measures. Ann Stat 2:615–629

    Article  MATH  MathSciNet  Google Scholar 

  • Hanson T, Johnson WO (2002) Modeling regression error with a mixture of Polya trees. J Am Stat Assoc 97:1020–1033

    Article  MATH  MathSciNet  Google Scholar 

  • Hanson T, Kottas A, Branscum A (2008) Modelling stochastic order in the analysis of receiver operating characteristic data: Bayesian nonparametric approaches. J R Stat Soc Ser C 57:207–225

    Article  MATH  MathSciNet  Google Scholar 

  • Hanson TE (2006) Inference for mixtures of finite Polya tree models. J Am Stat Assoc 101(476):1548–1565

    Article  MATH  MathSciNet  Google Scholar 

  • Ishwaran H, James LF (2001) Gibbs sampling methods for stick-breaking priors. J Am Stat Assoc 96:161–173

    Article  MATH  MathSciNet  Google Scholar 

  • James LF, Lijoi A, Prünster I (2009) Posterior analysis for normalized random measures with independent increments. Scand J Stat 36(1):76–97

    Article  MATH  MathSciNet  Google Scholar 

  • Jara A, Hanson T, Lesaffre E (2009) Robustifying generalized linear mixed models using a new class of mixture of multivariate Polya trees. J Comput Graph Stat 18:838–860

    Article  MathSciNet  Google Scholar 

  • Jara A, Hanson TE, Quintana FA, Müller P, Rosner GL (2011) DPpackage: Bayesian semi- and nonparametric modeling in R. J Stat Softw 40(5):1–30

    Google Scholar 

  • Kingman JFC (1993) Poisson processes. Oxford University Press, New York

    MATH  Google Scholar 

  • Kraft CM (1964) A class of distribution function processes which have derivatives. J Appl Prob 1:385–388

    Article  MATH  MathSciNet  Google Scholar 

  • Lavine M (1992) Some aspects of Polya tree distributions for statistical modeling. Ann Stat 20:1222–1235

    Article  MATH  MathSciNet  Google Scholar 

  • Lavine M (1994) More aspects of Polya tree distributions for statistical modeling. Ann Stat 22:1161–1176

    Article  MATH  MathSciNet  Google Scholar 

  • Lijoi A, Prünster I (2010) Models beyond the Dirichlet process. Cambridge University Press, Cambridge, pp 80–136

    Google Scholar 

  • Lijoi A, Mena RH, Prünster I (2005) Hierarchical mixture modeling with normalized inverse-Gaussian priors. J Am Stat Assoc 100(472):1278–1291

    Article  MATH  Google Scholar 

  • Lijoi A, Mena RH, Prünster I (2007) Controlling the reinforcement in Bayesian non-parametric mixture models. J R Stat Soc Ser B (Stat Methodol) 69(4):715–740

    Article  MathSciNet  Google Scholar 

  • Mauldin RD, Sudderth WD, Williams SC (1992) Polya trees and random distributions. Ann Stat 20:1203–1221

    Article  MATH  MathSciNet  Google Scholar 

  • Metivier M (1971) Sur la construction de mesures aleatoires presque surement absolument continues par rapport a une mesure donnee. Zeitschrift fur Wahrscheinlichkeitstheorie und Verwandte Gebiete 20:332–334

    Article  MATH  MathSciNet  Google Scholar 

  • Monticino M (2001) How to construct a random probability measure. Int Stat Rev 69:153–167

    Article  MATH  Google Scholar 

  • Paddock SM (1999) Randomized Polya trees: Bayesian nonparametrics for multivariate data analaysis. Unpublished doctoral thesis, Inistitute of Statistics and Decision Sciences, Duke University

    Google Scholar 

  • Pitman J, Yor M (1997) The two-parameter Poisson-Dirichlet distribution derived from a stable subordinator. Ann Probab 25:855–900

    Article  MATH  MathSciNet  Google Scholar 

  • Regazzini E, Lijoi A, Prünster I (2003) Distributional results for means of normalized random measures with independent increments. Ann Stat 31(2):560–585

    Article  MATH  Google Scholar 

  • Schervish MJ (1995) Theory of statistics. Springer, New York

    Book  MATH  Google Scholar 

  • Walker SG, Mallick BK (1997) Hierarchical generalized linear models and frailty models with Bayesian nonparametric mixing. J R Stat Soc Ser B 59:845–860

    Article  MATH  MathSciNet  Google Scholar 

  • Walker SG, Mallick BK (1999) A Bayesian semiparametric accelerated failure time model. Biometrics 55(2):477–483

    Article  MATH  MathSciNet  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Rights and permissions

Reprints and permissions

Copyright information

© 2015 Springer International Publishing Switzerland

About this chapter

Cite this chapter

Müller, P., Quintana, F.A., Jara, A., Hanson, T. (2015). Density Estimation: Models Beyond the DP. In: Bayesian Nonparametric Data Analysis. Springer Series in Statistics. Springer, Cham. https://doi.org/10.1007/978-3-319-18968-0_3

Download citation

Publish with us

Policies and ethics