seq_measure

Sequence Measure for Species Sampling Models

Performs Bayesian nonparametric density estimation using Martingale
posterior distributions including the Copula Resampling (CopRe) algorithm.
Also included are a Gibbs sampler for the marginal Gibbs-type mixture model and
an extension to include full uncertainty quantification via a predictive
sequence resampling (SeqRe) algorithm. The CopRe and SeqRe samplers generate
random nonparametric distributions as output, leading to complete nonparametric
inference on posterior summaries. Routines for calculating arbitrary
functionals from the sampled distributions are included as well as an important
algorithm for finding the number and location of modes, which can then be used
to estimate the clusters in the data using, for example, k-means.
Implements work developed in Moya B., Walker S. G. (2022).
<doi:10.48550/arxiv.2206.08418>, Fong, E., Holmes, C., Walker, S. G. (2021)
<doi:10.48550/arxiv.2103.15671>, and Escobar M. D., West, M. (1995)
<doi:10.1080/01621459.1995.10476550>.

Blake Moya

copre

Tools for Nonparametric Martingale Posterior Sampling

The University of Texas at Austin 

seq_measure function

<dl><dt>idx</dt>
<dd>A unique index for the sequence measure.</dd>
<dt>pars</dt>
<dd>A list of parameters used in <code>Pn</code> and <code>Po</code> to generate a
sequence.</dd>
<dt>hpars</dt>
<dd>A list of hyperparameters used to generate <code>pars</code>.</dd>
<dt>Pn</dt>
<dd>A function on a sequence length <code>n</code> and a number of unique values
<code>k</code> that returns the probability of the next member in the sequence having
a new value.</dd>
<dt>Po</dt>
<dd>A function on a sequence length <code>n</code>, a number of unique values <code>k</code>,
and the number of values equal to <code>j</code>, <code>kj</code>, that returns the probability
of the next member in the sequence having the value <code>j</code>.</dd></dl>

Arguments

Sequence Measure for Species Sampling Models — seq_measure

<dl>

<dt>idx</dt>
<dd>A unique index for the sequence measure.</dd>


<dt>pars</dt>
<dd>A list of parameters used in <code>Pn</code> and <code>Po</code> to generate a
sequence.</dd>


<dt>hpars</dt>
<dd>A list of hyperparameters used to generate <code>pars</code>.</dd>


<dt>Pn</dt>
<dd>A function on a sequence length <code>n</code> and a number of unique values
<code>k</code> that returns the probability of the next member in the sequence having
a new value.</dd>


<dt>Po</dt>
<dd>A function on a sequence length <code>n</code>, a number of unique values <code>k</code>,
and the number of values equal to <code>j</code>, <code>kj</code>, that returns the probability
of the next member in the sequence having the value <code>j</code>.</dd>

</dl>

seq_measure: Sequence Measure for Species Sampling Models

Description

Usage

Value

Arguments

See Also