论文标题

De Finetti在潜在结构模型中的混合度量的收敛,可与可交换序列

Convergence of de Finetti's mixing measure in latent structure models for observed exchangeable sequences

论文作者

Wei, Yun, Nguyen, XuanLong

论文摘要

产品分布的混合物是学习数据种群中异质性的强大设备。在这类潜在结构模型中,De Finetti的混合度量在描述代表异质性的潜在参数的不确定性方面起着核心作用。在本文中,将确定finetti混合量产生的混合措施的后置收缩定理,在设置乘积分布的有限混合物的情况下,观察到的变量的可交换序列的数量增加,而序列长度可以固定或变化。序列数量和序列长度的作用将仔细检查。为了获得融合的具体速率,将通过对这种潜在结构模型的谐波分析来开发有限混合模型的一阶可识别性理论和产品分布混合物的尖锐逆界限。该理论适用于构成连续和离散域$ \ mathfrak {x} $的产品分布的混合物模型的广泛类概率内核。感兴趣的例子包括概率内核仅在Ho和Nguyen(2016)的意义上是弱识别的,这种情况本身本身就是混合物分布,如层次模型中,并且对于在抽象域上的占主导地位的内核可能没有密度,而不是抽象域上的占主导地位。

Mixtures of product distributions are a powerful device for learning about heterogeneity within data populations. In this class of latent structure models, de Finetti's mixing measure plays the central role for describing the uncertainty about the latent parameters representing heterogeneity. In this paper posterior contraction theorems for de Finetti's mixing measure arising from finite mixtures of product distributions will be established, under the setting the number of exchangeable sequences of observed variables increases while sequence length(s) may be either fixed or varied. The role of both the number of sequences and the sequence lengths will be carefully examined. In order to obtain concrete rates of convergence, a first-order identifiability theory for finite mixture models and a family of sharp inverse bounds for mixtures of product distributions will be developed via a harmonic analysis of such latent structure models. This theory is applicable to broad classes of probability kernels composing the mixture model of product distributions for both continuous and discrete domain $\mathfrak{X}$. Examples of interest include the case the probability kernel is only weakly identifiable in the sense of Ho and Nguyen (2016), the case where the kernel is itself a mixture distribution as in hierarchical models, and the case the kernel may not have a density with respect to a dominating measure on an abstract domain $\mathfrak{X}$ such as Dirichlet processes.

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