Abstract
AbstractHierarchical models enjoy great popularity due to their ability to handle heterogeneous groups of observations by leveraging on their underlying common structure. In a Bayesian nonparametric framework, the hierarchy is introduced at the level of group-specific random measures, and then translated to the observations’ level via suitable transformations. In this work, we propose a new strategy to derive closed-form expressions for the marginal and posterior distributions of each group. Indeed, by directly inserting a suitable set of latent variables into the generative model for the data, we unravel a common core shared by the different hierarchical constructions proposed in the Bayesian nonparametric literature. Specifically, we identify a key identity that underlies these models and highlight its role in the derivation of quantities of interest.
Funder
Ministero dell’Istruzione, dell’Universitá e della Ricerca
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
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