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The multivariate beta process and an extension of the Polya tree model
We introduce a novel stochastic process that we term the multivariate beta process. The process is defined for modelling-dependent random probabilities and has beta marginal distributions. We use this process to define a probability model for a family of unknown distributions indexed by covariates....
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| Main Authors: | , , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
Oxford University Press
2011
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| Assuntos: | |
| Acesso em linha: | https://ncbi.nlm.nih.gov/pmc/articles/PMC3744636/ https://ncbi.nlm.nih.gov/pubmed/23956460 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1093/biomet/asq072 |
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