Computational Aspects of Optional Pólya Tree.
Computational Aspects of Optional Pólya Tree.
复制标题
可选 Pólya 树的计算方面。
DOI：
10.1080/10618600.2014.1002927
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发表时间：
2016
期刊：
影响因子：
--
通讯作者：
Wong,WingHung
中科院分区：
文献类型：
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作者：
Jiang,Hui;Mu,JohnChong;Yang,Kun;Du,Chao;Lu,Luo;Wong,WingHung
Optional Pólya tree (OPT) is a flexible nonparametric Bayesian prior for density estimation. Despite its merits, the computation for OPT inference is challenging. In this article, we present time complexity analysis for OPT inference and propose two algorithmic improvements. The first improvement, named limited-lookahead optional Pólya tree (LL-OPT), aims at accelerating the computation for OPT inference. The second improvement modifies the output of OPT or LL-OPT and produces a continuous piecewise linear density estimate. We demonstrate the performance of these two improvements using simulated and real date examples.
