Hierarchical species sampling models

Federico Bassetti, Roberto Casarin, Luca Rossini

Research output: Contribution to JournalArticleAcademicpeer-review

Abstract

This paper introduces a general class of hierarchical nonparametric prior distributions which includes new hierarchical mixture priors such as the hierarchical Gnedin measures, and other well-known prior distributions such as the hierarchical Pitman-Yor and the hierarchical normalized random measures. The random probability measures are constructed by a hierarchy of generalized species sampling processes with possibly non-diffuse base measures. The proposed framework provides a probabilistic foundation for hierarchical random measures, and allows for studying their properties under the alternative assumptions of diffuse, atomic and mixed base measure. We show that hierarchical species sampling models have a Chinese Restaurants Franchise representation and can be used as prior distributions to undertake Bayesian nonparametric inference. We provide a general sampling method for posterior approximation which easily accounts for non-diffuse base measures such as spike-and-slab.

Original languageEnglish
Pages (from-to)809-838
Number of pages30
JournalBayesian Analysis
Volume15
Issue number3
DOIs
Publication statusPublished - Sep 2020

Keywords

  • Bayesian nonparametrics
  • Generalized species sampling
  • Gibbs sampling
  • Hierarchical random measures
  • Spike-and-slab

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