Posterior convergence rate of a class of Dirichlet process mixture model for compositional data
2017
We propose a Dirichlet process mixture of mixtures of Dirichlet models for density estimation. By assuming random sampling from a density belonging to a Holder class, we show that the posterior distribution of the model is rate-optimal.
Keywords:
- Hierarchical Dirichlet process
- Statistics
- Econometrics
- Mixture model
- Generalized Dirichlet distribution
- Mathematics
- Latent Dirichlet allocation
- Mathematical optimization
- Dirichlet-multinomial distribution
- Categorical distribution
- Dirichlet process
- Concentration parameter
- Posterior probability
- Dirichlet distribution
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