Computational Aspects of Optional Polya Tree.
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ABSTRACT:
SUBMITTER: Jiang H
PROVIDER: S-EPMC4874344 | biostudies-literature | 2016
REPOSITORIES: biostudies-literature
Publications
Computational Aspects of Optional Pólya Tree.
Jiang Hui H Mu John Chong JC Yang Kun K Du Chao C Lu Luo L Wong Wing Hung WH
Journal of computational and graphical statistics : a joint publication of American Statistical Association, Institute of Mathematical Statistics, Interface Foundation of North America 20160309 1
Optional Pólya tree (OPT) is a flexible nonparametric Bayesian prior for density estimation. Despite its merits, the computation for OPT inference is challenging. In this paper we present time complexity analysis for OPT inference and propose two algorithmic improvements. The first improvement, named limited-lookahead optional Pólya tree (LL-OPT), aims at accelerating the computation for OPT inference. The second improvement modifies the output of OPT or LL-OPT and produces a continuous piecewis ...[more]
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