Book contents
- Frontmatter
- Contents
- List of contributors
- An invitation to Bayesian nonparametrics
- 1 Bayesian nonparametric methods: motivation and ideas
- 2 The Dirichlet process, related priors and posterior asymptotics
- 3 Models beyond the Dirichlet process
- 4 Further models and applications
- 5 Hierarchical Bayesian nonparametric models with applications
- 6 Computational issues arising in Bayesian nonparametric hierarchical models
- 7 Nonparametric Bayes applications to biostatistics
- 8 More nonparametric Bayesian models for biostatistics
- Author index
- Subject index
5 - Hierarchical Bayesian nonparametric models with applications
Published online by Cambridge University Press: 06 January 2011
- Frontmatter
- Contents
- List of contributors
- An invitation to Bayesian nonparametrics
- 1 Bayesian nonparametric methods: motivation and ideas
- 2 The Dirichlet process, related priors and posterior asymptotics
- 3 Models beyond the Dirichlet process
- 4 Further models and applications
- 5 Hierarchical Bayesian nonparametric models with applications
- 6 Computational issues arising in Bayesian nonparametric hierarchical models
- 7 Nonparametric Bayes applications to biostatistics
- 8 More nonparametric Bayesian models for biostatistics
- Author index
- Subject index
Summary
Hierarchical modeling is a fundamental concept in Bayesian statistics. The basic idea is that parameters are endowed with distributions which may themselves introduce new parameters, and this construction recurses. In this review we discuss the role of hierarchical modeling in Bayesian nonparametrics, focusing on models in which the infinite-dimensional parameters are treated hierarchically. For example, we consider a model in which the base measure for a Dirichlet process is itself treated as a draw from another Dirichlet process. This yields a natural recursion that we refer to as a hierarchical Dirichlet process. We also discuss hierarchies based on the Pitman–Yor process and on completely random processes. We demonstrate the value of these hierarchical constructions in a wide range of practical applications, in problems in computational biology, computer vision and natural language processing.
Introduction
Hierarchical modeling is a fundamental concept in Bayesian statistics. The basic idea is that parameters are endowed with distributions which may themselves introduce new parameters, and this construction recurses. A common motif in hierarchical modeling is that of the conditionally independent hierarchy, in which a set of parameters are coupled by making their distributions depend on a shared underlying parameter. These distributions are often taken to be identical, based on an assertion of exchangeability and an appeal to de Finetti's theorem.
- Type
- Chapter
- Information
- Bayesian Nonparametrics , pp. 158 - 207Publisher: Cambridge University PressPrint publication year: 2010
- 129
- Cited by