論文メモ

ちらっと見ておきたいやつメモ。

• まとめ
  • Introduction to the Dirichlet Distribution and Related Processes
    • http://www.ee.washington.edu/research/guptalab/publications/UWEETR-2010-0006.pdf

• ディリクレ過程事前分布
  • Ferguson, T.S., A bayesian analysis of some nonparametric problems, Annals of Statistics 1, pp.209-230, 1973
    • http://www.cis.upenn.edu/~taskar/courses/cis700-sp08/papers/ferguson.pdf
  • Ferguson, T.S., Prior distributions of spaces of probability measures, Annals of Statistics 2, pp.615-629, 1974
    • http://projecteuclid.org/DPubS?service=UI&version=1.0&verb=Display&handle=euclid.aos/1176342752
  • ベイズノンパラメトリック分析において確率分布の事前分布として利用
  • 未知の確率分布に対する事前分布として提案

• 性質とか
  • D.Blackwell, J.B.MacQueen, Ferguson Distributions Via Polya Urn Schemes, Annals of Statistics 1, pp.353-355, 1973
    • http://www.cs.berkeley.edu/~jordan/courses/281B-spring04/readings/blackwell-macqueen.pdf
  • D.Blackwell, Discreteness of Ferguson priors, Annals of Statistics 1, pp.356-358, 1973
  • C.E.Antoniak, Mixtures of Dirichlet processes with applications to Bayesian nonparametric problems, Annals of Statistics 2, pp.1152-1174, 1974
    • http://www.cs.berkeley.edu/~jordan/courses/281B-spring04/readings/antoniak.pdf

• モデルの推定
  • M.West et al., Hierarchical priors and mixture models, With application in regression and dencity estimation, In Aspects of uncertainty: A Tribute to DV Lindley, pp.363-386, 1994
    • http://ftp.isds.duke.edu/WorkingPapers/93-A02.pdf
    • 共役事前分布ならギブスサンプリングで容易に推定できることを示す
  • S.N.MacEachern, P.Muller, Estimating Mixture of Dirichlet Proess Models, Journal of Computational and Graphical Statistics, pp.223-238, 1998
    • http://www.isds.duke.edu/courses/Spring06/sta376/Support/Mixtures/Maceachern.Mueller.1998.pdf
    • 非共役事前分布でも推定できるサンプリング方法を提案
  • M.West, Hyperparameter estimeter estimation in Dirichlet process mixture models, ISDS discussion paper, 1992
  • Escobar, M.D. and West, M, Bayesian density estimation and inference using mixtures, Journal of the American Statistical Association, pp.577-588, 1995
  • Neal, R.M., Markov chain sampling methods for Dirichlet process mixture models, Journal of Computational and Graphical Statistics, pp.249-265, 2000

• 階層化
  • Teh, Y.W., Jordan, M.I., Beal, M.J., Blei, D.M., Hierarchical Dirichlet Processes, Journal of the American Statistical Association, pp.1566-1581, 2006
    • http://www.cs.berkeley.edu/~jordan/papers/hdp.pdf

• その他
  • Dirichlet Process Mixtures of Generalized Linear Models
    • http://www.cs.princeton.edu/~blei/papers/HannahBleiPowell2011.pdf

• 参考
  • http://chasen.org/~daiti-m/diary/?0125
  • 和合肇「ベイズ計量経済分析　マルコフ連鎖モンテカルロ法とその応用」