A simple proof of Pitman–Yor’s Chinese restaurant process from its stick-breaking representation

Lawless Caroline and Arbel Julyan ()
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Lawless Caroline: Univ. Grenoble Alpes, Inria, CNRS, LJK, 38000Grenoble, France
Arbel Julyan: Univ. Grenoble Alpes, Inria, CNRS, LJK, 38000Grenoble, France

Dependence Modeling, 2019, vol. 7, issue 1, 45-52

Abstract: For a long time, the Dirichlet process has been the gold standard discrete random measure in Bayesian nonparametrics. The Pitman-Yor process provides a simple and mathematically tractable generalization, allowing for a very flexible control of the clustering behaviour. Two commonly used representations of the Pitman-Yor process are the stick-breaking process and the Chinese restaurant process. The former is a constructive representation of the process which turns out very handy for practical implementation, while the latter describes the partition distribution induced. Obtaining one from the other is usually done indirectly with use of measure theory. In contrast, we propose here an elementary proof of Pitman-Yor’s Chinese Restaurant process from its stick-breaking representation.

Keywords: Bayesian nonparametrics; clustering; Pitman-Yor process; partitions; stick-breaking process (search for similar items in EconPapers)
Date: 2019
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Persistent link: https://EconPapers.repec.org/RePEc:vrs:demode:v:7:y:2019:i:1:p:45-52:n:3

DOI: 10.1515/demo-2019-0003

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