GershmanBlei2012-A tutorial in bayesian.pdf

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1、JournalofMathematicalPsychology56(2012)1–12ContentslistsavailableatSciVerseScienceDirectJournalofMathematicalPsychologyjournalhomepage:www.elsevier.com/locate/jmpTutorialAtutorialonBayesiannonparametricmodelsSamuelJ.Gershmana,∗,DavidM.BleibaDepartmentofPsychologyandPrinceton

2、NeuroscienceInstitute,PrincetonUniversity,PrincetonNJ08540,USAbDepartmentofComputerScience,PrincetonUniversity,PrincetonNJ08540,USAarticleinfoabstractArticlehistory:Akeyprobleminstatisticalmodelingismodelselection,thatis,howtochooseamodelatanappropriateReceived25January2011l

3、evelofcomplexity.Thisproblemappearsinmanysettings,mostprominentlyinchoosingthenumberofReceivedinrevisedformclustersinmixturemodelsorthenumberoffactorsinfactoranalysis.Inthistutorial,wedescribeBayesian4August2011nonparametricmethods,aclassofmethodsthatside-stepsthisissuebyall

4、owingthedatatodetermineAvailableonline1September2011thecomplexityofthemodel.Thistutorialisahigh-levelintroductiontoBayesiannonparametricmethodsandcontainsseveralexamplesoftheirapplication.Keywords:©2011ElsevierInc.Allrightsreserved.BayesianmethodsChineserestaurantprocessIndi

5、anbuffetprocessContents1.Introduction........................................................................................................................................................................................................................12.Mixturemodelsandclu

6、stering.........................................................................................................................................................................................22.1.Finitemixturemodeling.........................................................

7、...............................................................................................................................22.2.TheChineserestaurantprocess....................................................................................................................

8、........................................................32.3.Chineserestaur