Questions tagged [nonparametric-bayes]

Bayesian methods for infinite dimensional parameter spaces.

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7
votes
3answers
1k views

Books for learning non parametric Bayesian model

Having studied parametric Bayesian statistics during the two last years, I plan to begin to self-study non parametric Bayesian model during this summer and look for recommendations. I would like the ...
4
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1answer
898 views

Bayesian Updating for a Discrete Rating Value

I have an item for which I slowly collect rating values on a website. It is a movie item on a website and at the beginning it has no rating but I assign it a Gaussian prior $N(\mu_0, \sigma_0^2)$. A ...
5
votes
1answer
5k views

How do I use the GPML package for multi dimensional input?

I have downloaded the Gaussian Processes for Machine Learning (GPML) package (gpml-matlab-v3.1-2010-09-27.zip) from the website, and I can run the regression example (demoRegression) in Octave. It ...
4
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1answer
113 views

Why does Chinese Restaurant Table Distribution look like a Gaussian Distribution?

The Chinese Restaurant Table Distribution describes the probability distribution for the number of non-empty tables in the Chinese Restaurant Process after $T$ customers have been seated. Specifically,...
3
votes
1answer
195 views

Marginalizing over a Chinese Restaurant Process prior

I am reading a paper by Kemp et al. and there is a part about marginalising over a Chinese Restaurant Process and I am quite clueless about how could one marginalise over such a prior! The details of ...
3
votes
0answers
233 views

Estimating parameters of categorical distribution from sum-of-outcome data

Let $X$ be a categorical random variable with possible outcomes $o_1,...,o_n \subset [l, u]$ (real numbers with a known lower bound $l>0$ and known upper bound $u$) that occur with probability $p(X ...
2
votes
1answer
337 views

Question about implementing nested Chinese Restaurant Process (nCRP)

I am trying to follow the original paper on nCRP by Blei et al., 2010 and am confused with it's implementation. The authors describe the analogy for an nCRP as follows: A tourist arrives at the ...
1
vote
1answer
410 views

Why semi/nonparametric models?

Increasing the flexibility of models makes it prone to overfitting. On the other hand, it looks to me that, if the space function classes $\mathcal{F}$ is too big, it is hard to prove bounds on ...
0
votes
0answers
30 views

Reason for Poisson Distribution in Indian Buffet Process?

I have a two part question regarding the Indian Buffet Process. Suppose we consider $IBP(\alpha)$. In the IBP, the $n$th customer samples $\lambda_n \sim Poisson(\alpha/n)$ new dishes. Why does the ...