2022/04/28 by Elliott Gordon-Rodríguez, Gabriel Loaiza-Ganem, Gordon-Rodriguez, Elliott +5
Computer Science · Mathematics · Physics and Astronomy · #Bayesian Methods and Mixture Models #Statistical Distribution Estimation and Applications #Statistical Mechanics and Entropy
paper · pdf · doi:10.48550/arxiv.2204.13290
Probability distributions supported on the simplex enjoy a wide range of applications across statistics and machine learning. Recently, a novel family of such distributions has been discovered: the continuous categorical. This family enjoys remarkable mathematical simplicity; its density function resembles that of the Dirichlet distribution, but with a normalizing constant that can be written in closed form using elementary functions only. In spite of this mathematical simplicity, our understanding of the normalizing constant remains far from complete. In this work, we characterize the numerical behavior of the normalizing constant and we present theoretical and methodological advances that can, in turn, help to enable broader applications of the continuous categorical distribution. Our code is available at https://github.com/cunningham-lab/cbandcc/.