Ontology highlight
ABSTRACT:
SUBMITTER: Rodriguez A
PROVIDER: S-EPMC3614377 | biostudies-literature | 2010 Apr
REPOSITORIES: biostudies-literature
Rodríguez Abel A Dunson David B DB Gelfand Alan E AE
Journal of the American Statistical Association 20100401 490
We develop a model for stochastic processes with random marginal distributions. Our model relies on a stick-breaking construction for the marginal distribution of the process, and introduces dependence across locations by using a latent Gaussian copula model as the mechanism for selecting the atoms. The resulting latent stick-breaking process (LaSBP) induces a random partition of the index space, with points closer in space having a higher probability of being in the same cluster. We develop an ...[more]