当前位置: X-MOL 学术J. Comput. Graph. Stat. › 论文详情
Our official English website, www.x-mol.net, welcomes your feedback! (Note: you will need to create a separate account there.)
Computational Aspects of Optional Pólya Tree
Journal of Computational and Graphical Statistics ( IF 1.4 ) Pub Date : 2016-01-02 , DOI: 10.1080/10618600.2014.1002927
Hui Jiang 1 , John Chong Mu 2 , Kun Yang 3 , Chao Du 4 , Luo Lu 5 , Wing Hung Wong 6
Affiliation  

Optional Pólya tree (OPT) is a flexible nonparametric Bayesian prior for density estimation. Despite its merits, the computation for OPT inference is challenging. In this article, we present time complexity analysis for OPT inference and propose two algorithmic improvements. The first improvement, named limited-lookahead optional Pólya tree (LL-OPT), aims at accelerating the computation for OPT inference. The second improvement modifies the output of OPT or LL-OPT and produces a continuous piecewise linear density estimate. We demonstrate the performance of these two improvements using simulated and real date examples.

中文翻译:

可选 Pólya 树的计算方面

可选的波利亚树 (OPT) 是一种灵活的非参数贝叶斯先验,用于密度估计。尽管有其优点,但 OPT 推理的计算具有挑战性。在本文中,我们介绍了 OPT 推理的时间复杂度分析,并提出了两种算法改进。第一项改进名为有限前瞻可选 Pólya 树 (LL-OPT),旨在加速 OPT 推理的计算。第二个改进修改了 OPT 或 LL-OPT 的输出,并产生了一个连续的分段线性密度估计。我们使用模拟和真实数据示例展示了这两项改进的性能。
更新日期:2016-01-02
down
wechat
bug