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单位球正卦限上有界方向数据的贝叶斯非参数模型。

A Bayesian nonparametric model for bounded directional data on the positive orthant of the unit sphere.

作者信息

Geneyro Emiliano, Núñez-Antonio Gabriel

机构信息

Departamento de Matemáticas, Universidad Autónoma Metropolitana-Unidad Iztapalapa, Mexico City, Mexico.

出版信息

J Appl Stat. 2022 Dec 14;51(4):721-739. doi: 10.1080/02664763.2022.2156485. eCollection 2024.

Abstract

Directional data appears in several branches of research. In some cases, those directional variables are only defined in subsets of the K-dimensional unit sphere. For example, in some applications, angles as measured responses are limited on the positive orthant. Analysis on subsets of the K-dimensional unit sphere is challenging and nowadays there are not many proposals that discuss this topic. Thus, from a methodological point of view, it is important to have probability distributions defined on bounded subsets of the K-dimensional unit sphere. Specifically, in this paper, we introduce a nonparametric Bayesian model to describe directional variables restricted to the first orthant. This model is based on a Dirichlet process mixture model with multivariate projected Gamma densities as kernel distributions. We show how to carry out inference for the proposed model based on a slice sampling scheme. The proposed methodology is illustrated using simulated data sets as well as a real data set.

摘要

方向数据出现在多个研究分支中。在某些情况下,这些方向变量仅在K维单位球体的子集中定义。例如,在某些应用中,作为测量响应的角度限制在正卦限上。对K维单位球体的子集进行分析具有挑战性,目前讨论这个主题的提议并不多。因此,从方法论的角度来看,在K维单位球体的有界子集上定义概率分布很重要。具体而言,在本文中,我们引入了一个非参数贝叶斯模型来描述限制在第一卦限的方向变量。该模型基于一个狄利克雷过程混合模型,以多元投影伽马密度作为核分布。我们展示了如何基于切片采样方案对所提出的模型进行推断。使用模拟数据集以及真实数据集对所提出的方法进行了说明。

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