Dependent Random Density Functions with Common Atoms and Pairwise Dependence
Dependent Random Density Functions with Common Atoms and Pairwise Dependence
复制标题
具有共同原子和成对依赖性的相关随机密度函数
DOI：
--
复制
发表时间：
2015
期刊：
影响因子：
--
通讯作者：
S. Walker
中科院分区：
文献类型：
--
作者：
Spyridon J. Hatjispyros;Theodoros Nicoleris;S. Walker
本文研究了m个随机密度函数之间的两两相依性，其中每个随机密度函数都是Dirichlet过程的混合模型。关键是如何在随机狄利克雷过程之间建立依赖关系。本文采用了一个以前用于创建成对依赖的计划，与简化，所有的随机Dirichlet过程共享相同的原子。我们的论点是，对于所有相关的Dirichlet过程模型，共同的原子是足够的。
我们表明，通过采用共同的原子，它是可能的，以计算所有对随机概率测度之间的距离L_p。
The paper is concerned with constructing pairwise dependence between $m$ random density functions each of which is modeled as a mixture of Dirichlet process model. The key to this is how to create dependencies between random Dirichlet processes. The present paper adopts a plan previously used for creating pairwise dependence, with the simplification that all random Dirichlet processes share the same atoms. Our contention is that for all dependent Dirichlet process models, common atoms are sufficient.
We show that by adopting common atoms, it is possible to compute the $L_p$ distances between all pairs of random probability measures.