Bayesian nonparametrics in the real world

Nick Foti Machine Learning, Statistics Leave a Comment

[latexpage] Bayesian nonparametrics allow the contruction of statistical models whose complexity is determined by the observed data. This is accomplished by specifying priors over infinite dimensional distributions. The most widely used Bayesian nonparametric priors in machine learning are the Dirichlet process, the beta process and their corresponding marginal processes the Chinese restaurant process and the Indian buffet process respectively. The Dirichlet process provides a prior for the mixing measure of an infinite mixture model and the beta process can be used as a prior for feature popularity in a latent feature model. The hierarchical Dirichlet process (HDP) also appears frequently in machine learning underlying topic models¬†with an infinite number of topics. A main selling point of Bayesian nonparametrics has been …