On the Support of MacEachern's Dependent Dirichlet Processes and Extensions

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dc.contributor.authorBarrientos, Andres F.
dc.contributor.authorJara, Alejandro
dc.contributor.authorQuintana, Fernando A.
dc.date.accessioned2024-01-10T12:07:10Z
dc.date.available2024-01-10T12:07:10Z
dc.date.issued2012
dc.description.abstractWe study the support properties of Dirichlet process-based models for sets of predictor-dependent probability distributions. Exploiting the connection between copulas and stochastic processes, we provide an alternative definition of MacEachern's dependent Dirichlet processes. Based on this definition, we provide sufficient conditions for the full weak support of different versions of the process. In particular, we show that under mild conditions on the copula functions, the version where only the support points or the weights are dependent on predictors have full weak support. In addition, we also characterize the Hellinger and Kullback-Leibler support of mixtures induced by the different versions of the dependent Dirichlet process. A generalization of the results for the general class of dependent stick-breaking processes is also provided.
dc.description.funderPrograma Becas Latinoamericanas de CONICYT
dc.description.funderFondecyt
dc.fechaingreso.objetodigital2024-05-15
dc.format.extent33 páginas
dc.fuente.origenWOS
dc.identifier.doi10.1214/12-BA709
dc.identifier.issn1931-6690
dc.identifier.urihttps://doi.org/10.1214/12-BA709
dc.identifier.urihttps://repositorio.uc.cl/handle/11534/76253
dc.identifier.wosidWOS:000304747300006
dc.information.autorucMatemática;Barrientos A;S/I;181809
dc.information.autorucMatemática;Jara A;S/I;127927
dc.information.autorucMatemática;Quintana F;S/I;100343
dc.issue.numero2
dc.language.isoen
dc.nota.accesocontenido completo
dc.pagina.final309
dc.pagina.inicio277
dc.publisherINT SOC BAYESIAN ANALYSIS
dc.revistaBAYESIAN ANALYSIS
dc.rightsacceso abierto
dc.subjectRelated probability distributions
dc.subjectBayesian nonparametrics
dc.subjectCopulas
dc.subjectWeak support
dc.subjectBellinger support
dc.subjectKullback-Leibler support
dc.subjectStick-breaking processes
dc.subjectBAYESIAN DENSITY-ESTIMATION
dc.subjectSTICK-BREAKING PROCESSES
dc.subjectVARIABLE SELECTION
dc.subjectMIXTURES
dc.subjectINFERENCE
dc.subjectPRIORS
dc.subjectMODEL
dc.subject.ods03 Good Health and Well-being
dc.subject.odspa03 Salud y bienestar
dc.titleOn the Support of MacEachern's Dependent Dirichlet Processes and Extensions
dc.typeartículo
dc.volumen7
sipa.codpersvinculados181809
sipa.codpersvinculados127927
sipa.codpersvinculados100343
sipa.indexWOS
sipa.indexScopus
sipa.trazabilidadCarga SIPA;09-01-2024
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