Bhattacharya Abhishek, Dunson David
Theoretical Statistics & Mathematics Division, Indian Statistical Institute.
J Multivar Anal. 2012 Oct 1;111:1-19. doi: 10.1016/j.jmva.2012.02.020. Epub 2012 Apr 17.
Our first focus is prediction of a categorical response variable using features that lie on a general manifold. For example, the manifold may correspond to the surface of a hypersphere. We propose a general kernel mixture model for the joint distribution of the response and predictors, with the kernel expressed in product form and dependence induced through the unknown mixing measure. We provide simple sufficient conditions for large support and weak and strong posterior consistency in estimating both the joint distribution of the response and predictors and the conditional distribution of the response. Focusing on a Dirichlet process prior for the mixing measure, these conditions hold using von Mises-Fisher kernels when the manifold is the unit hypersphere. In this case, Bayesian methods are developed for efficient posterior computation using slice sampling. Next we develop Bayesian nonparametric methods for testing whether there is a difference in distributions between groups of observations on the manifold having unknown densities. We prove consistency of the Bayes factor and develop efficient computational methods for its calculation. The proposed classification and testing methods are evaluated using simulation examples and applied to spherical data applications.
我们的首要关注点是利用位于一般流形上的特征来预测一个分类响应变量。例如,该流形可能对应于超球面的表面。我们针对响应变量和预测变量的联合分布提出了一种通用的核混合模型,其中核以乘积形式表示,并且通过未知的混合测度诱导依赖性。我们为估计响应变量和预测变量的联合分布以及响应变量的条件分布提供了关于大支撑、弱后验一致性和强后验一致性的简单充分条件。当关注混合测度的狄利克雷过程先验时,当流形是单位超球面时,使用冯·米塞斯 - 费希尔核这些条件成立。在这种情况下,开发了贝叶斯方法以使用切片采样进行有效的后验计算。接下来,我们开发贝叶斯非参数方法来检验在流形上具有未知密度的观测值组之间的分布是否存在差异。我们证明了贝叶斯因子的一致性,并开发了用于其计算的有效计算方法。所提出的分类和检验方法通过模拟示例进行评估,并应用于球形数据应用。