Inference for mixtures of finite Polya tree models
Inference for mixtures of finite Polya tree models
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DOI：
10.1198/016214506000000384
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发表时间：
2006-12-01
影响因子：
3.7
通讯作者：
Hanson, Timothy E.
中科院分区：
文献类型：
--
作者：
Hanson, Timothy E.
Polya树模型的混合提供了一个灵活的替代方案时，参数模型可能只能保持近似。我提供了计算策略，以获得完整的serniparametric推断有限波利亚树模型的混合物给出了一个标准的参数化，包括模型，将是麻烦的，以适应使用狄利克雷过程的混合物。对有限Polya树的层次选择提出了建议，并讨论了模型比较。几个例子证明了有限Polya树建模的实用性，包括广义线性混合模型和几个生存模型的数据拟合。
Mixtures of Polya tree models provide a flexible alternative when a parametric model may only hold approximately. I provide computational strategies for obtaining full serniparametric inference for mixtures of finite Polya tree models given a standard parameterization, including models that would be troublesome to fit using Dirichlet process mixtures. Recommendations are put forth on choosing the level of a finite Polya tree, and model comparison is discussed. Several examples demonstrate the utility of finite Polya tree modeling, including data fit to generalized linear mixed models and several survival models.