On Dependent Dirichlet Processes for General Polish Spaces

2022/05/11 by Andrés Iturriaga, Iturriaga, Andres, Carlos Sing‐Long +3
Computer Science · Mathematics · #60G57 #62G05 #Bayesian Methods and Mixture Models #FOS: Mathematics #Statistical Methods and Inference #Statistics Theory (math.ST)

paper · pdf · doi:10.48550/arxiv.2205.05635

openalex publication_date 2022/05/11 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

We study Dirichlet process-based models for sets of predictor-dependent probability distributions, where the domain and predictor space are general Polish spaces. We generalize the definition of dependent Dirichlet processes, originally constructed on Euclidean spaces, to more general Polish spaces. We provide sufficient conditions under which dependent Dirichlet processes have appealing properties regarding continuity (weak and strong), association structure, and support (under different topologies). We also provide sufficient conditions under which mixture models induced by dependent Dirichlet processes have appealing properties regarding strong continuity, association structure, support, and weak consistency under i.i.d. sampling of both responses and predictors. The results can be easily extended to more general dependent stick-breaking processes.

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