Sampling methods for the concentration parameter and discrete baseline of the Dirichlet Process

Liu Yang () and Nandram Balgobin ()
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Liu Yang: Worcester Polytechnic Institute, USA .
Nandram Balgobin: Worcester Polytechnic Institute, USA .

Statistics in Transition New Series, 2022, vol. 23, issue 4, 21-36

Abstract: There are many models in the current statistical literature for making inferences based on samples selected from a finite population. Parametric models may be problematic because statistical inference is sensitive to parametric assumptions. The Dirichlet process (DP) prior is very flexible and determines the complexity of the model. It is indexed by two hyper-parameters: the baseline distribution and concentration parameter. We address two distinct problems in the article. Firstly, we review the current sampling methods for the concentration parameter, which use the continuous baseline distribution. We compare three different methods: the adaptive rejection method, the mixture of Gammas method and the grid method. We also propose a new method based on the ratio of uniforms. Secondly, in practice, some survey responses are known to be discrete. If a continuous distribution is adopted as the baseline distribution, the model is misspecified and standard inference may be invalid. We propose a discrete baseline approach to the DP prior and sample the unobserved responses from the finite population both using a Polya urn scheme and a Multinomial distribution. We applied our discrete baseline approach to a Phytophthora data set.

Keywords: concentration parameter; discrete baseline; empirical study; grid method; non-parametric Bayesian statistics (search for similar items in EconPapers)
Date: 2022
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Persistent link: https://EconPapers.repec.org/RePEc:vrs:stintr:v:23:y:2022:i:4:p:21-36:n:10

DOI: 10.2478/stattrans-2022-0040

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