Time Dependent Stick Breaking Processes
published: Aug. 4, 2008, recorded: July 2008, views: 403
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The stick breaking construction of the Dirichlet process has been a popular starting point for many dependent nonparametric processes. This talk considers a temporal version of the Order-Based Dependent Dirichlet Process, which can be extended to more general stick-breaking marginal processes. Interestingly, the simplest constructions lead to marginal Dirichlet and Poisson-Dirichlet processes. Usefully, the first process also has a “Chinese restaurant”-type representation which will be described. Applications to time-dependent mixture modelling will be presented.
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