拓展了层次狄利克雷过程在泊松和正态分布上的解析解,提升非参数贝叶斯建模通用性。
Analytical Results for Two Exponential Family Distributions in Hierarchical Dirichlet Processes
- 构建伽马-泊松与正态-伽马-正态共轭对,实现层级模型的闭式解
- 推导出两类分布下可解析计算的后验表达式
- 为非参数贝叶斯研究者提供实用数学工具,尤其适合处理计数与连续数据
层次狄利克雷过程(HDP)为具有共享但无界混合成分的分组数据提供了灵活的贝叶斯非参数框架。尽管现有应用多集中于狄利克雷-多项式共轭结构,该框架本身更广泛,原则上可容纳多种共轭先验-似然对。特别是指数族分布提供统一且解析可处理的建模范式,涵盖诸多常用分布。本文研究了在HDP框架下两个重要指数族成员——泊松分布与正态分布的解析结果。推导出对应的伽马-泊松与正态-伽马-正态共轭对在层级狄利克雷过程构造下的显式闭式表达式。通过详细推导与证明,阐明其内在数学结构,并展示共轭性如何系统应用于层级非参数模型。本工作将HDP的应用范围从狄利克雷-多项式设置扩展至更广领域,为使用层级贝叶斯非参数方法的研究者提供实用解析结果。
原文摘要 · Abstract (English)
The Hierarchical Dirichlet Process (HDP) provides a flexible Bayesian nonparametric framework for modeling grouped data with a shared yet unbounded collection of mixture components. While existing applications of the HDP predominantly focus on the Dirichlet-multinomial conjugate structure, the framework itself is considerably more general and, in principle, accommodates a broad class of conjugate prior-likelihood pairs. In particular, exponential family distributions offer a unified and analytically tractable modeling paradigm that encompasses many commonly used distributions. In this paper, we investigate analytic results for two important members of the exponential family within the HDP framework: the Poisson distribution and the normal distribution. We derive explicit closed-form expressions for the corresponding Gamma-Poisson and Normal-Gamma-Normal conjugate pairs under the hierarchical Dirichlet process construction. Detailed derivations and proofs are provided to clarify the underlying mathematical structure and to demonstrate how conjugacy can be systematically exploited in hierarchical nonparametric models. Our work extends the applicability of the HDP beyond the Dirichlet-multinomial setting and furnishes practical analytic results for researchers employing hierarchical Bayesian nonparametrics.
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