The Exact Inference of Beta Process and Beta Bernoulli Process From Finite Observations
作者机构:School of Artificial Intelligence and AutomationHuazhong University of Science and TechnologyWuhan430074China School of Computer Science and TechnologyHuazhong University of Science and TechnologyWuhan430074China.
出 版 物:《Computer Modeling in Engineering & Sciences》 (工程与科学中的计算机建模(英文))
年 卷 期:2019年第121卷第10期
页 面:49-82页
核心收录:
学科分类:07[理学] 0701[理学-数学] 070101[理学-基础数学]
主 题:Beta process joint distribution beta Bernoulli process exact inference
摘 要:Beta Process is a typical nonparametric Bayesian *** the Beta Bernoulli Process provides a Bayesian nonparametric prior for models involving collections of binary valued *** previous studies considered the Beta Process inference problem by giving the Stick-Breaking sampling *** paper focuses on analyzing the form of precise probability distribution based on a Stick-Breaking approach,that is,the joint probability distribution is derived from any finite number of observable samples:It not only determines the probability distribution function of the Beta Process with finite observation(represented as a group of number between[0,1]),but also gives the distribution function of the Beta Bernoulli Process with the same finite dimension(represented as a matrix with element value of 0 or,1)by using this distribution as a prior.