2024/02/10 by Changwoo J. Lee, Lee, Changwoo J., Alessandro Zito +5
Computer Science · Decision Sciences · Engineering · #Advanced Statistical Process Monitoring #FOS: Computer and information sciences #Fault Detection and Control Systems #Machine Learning (stat.ML) #Methodology (stat.ME) #Software Reliability and Analysis Research
paper · pdf · doi:10.48550/arxiv.2402.07048
openalex publication_date 2024/02/10 · openalex created_date 2024/02/14 · openalex updated_date 2026/07/30
The beta distribution serves as a canonical tool for modeling probabilities in statistics and machine learning. However, there is limited work on flexible and computationally convenient stochastic process extensions for modeling dependent random probabilities. We propose a novel stochastic process called the logistic-beta process, whose logistic transformation yields a stochastic process with common beta marginals. Logistic-beta processes can model dependence on both discrete and continuous domains, such as space or time, and have a flexible dependence structure through correlation kernels. Moreover, its normal variance-mean mixture representation leads to effective posterior inference algorithms. We show how the proposed logistic-beta process can be used to design computationally tractable dependent Bayesian nonparametric models, including dependent Dirichlet processes and extensions. We illustrate the benefits through nonparametric binary regression and conditional density estimation examples, both in simulation studies and in a pregnancy outcome application.