Dirichlet process mixtures are particularly sensitive to the value of the precision parameter controlling the behavior of the latent partition. Randomization of the precision through a prior distribution is a common solution, which leads to more robust inferential procedures. However, existing prior choices do not allow for transparent elicitation, due to the lack of analytical results. We introduce and investigate a novel prior for the Dirichlet process precision, the Stirling-gamma distribution. We study the distributional properties of the induced random partition, with an emphasis on the number of clusters. Our theoretical investigation clarifies the reasons of the improved robustness properties of the proposed prior. Moreover, we show that, under specific choices of its hyperparameters, the Stirling-gamma distribution is conjugate to the random partition of a Dirichlet process. We illustrate with an ecological application the usefulness of our approach for the detection of communities of ant workers.
Zito, A., Rigon, T., Dunson, D. (2024). Bayesian nonparametric modeling of latent partitions via Stirling-Gamma priors. BAYESIAN ANALYSIS [10.1214/24-BA1463].
Bayesian nonparametric modeling of latent partitions via Stirling-Gamma priors
Rigon, T.;
2024
Abstract
Dirichlet process mixtures are particularly sensitive to the value of the precision parameter controlling the behavior of the latent partition. Randomization of the precision through a prior distribution is a common solution, which leads to more robust inferential procedures. However, existing prior choices do not allow for transparent elicitation, due to the lack of analytical results. We introduce and investigate a novel prior for the Dirichlet process precision, the Stirling-gamma distribution. We study the distributional properties of the induced random partition, with an emphasis on the number of clusters. Our theoretical investigation clarifies the reasons of the improved robustness properties of the proposed prior. Moreover, we show that, under specific choices of its hyperparameters, the Stirling-gamma distribution is conjugate to the random partition of a Dirichlet process. We illustrate with an ecological application the usefulness of our approach for the detection of communities of ant workers.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.


