Dependent Bayesian nonparametric modeling of compositional data using random Bernstein polynomials

Wehrhahn, Claudia; Barrientos, Andres F.; Jara, Alejandro

Abstract

We discuss Bayesian nonparametric procedures for the regression analysis of compositional responses, that is, data supported on a multivariate simplex. The procedures are based on a modified class of multivariate Bernstein polynomials and on the use of dependent stick-breaking processes. A general model and two simplified versions of the general model are discussed. Appealing theoretical properties such as continuity, association structure, support, and consistency of the posterior distribution are established. Additionally, we exploit the use of spike-and-slab priors for choosing the version of the model that best adapts to the complexity of the underlying true data-generating distribution. The performance of the proposed model is illustrated in a simulation study and in an application to solid waste data from Colombia.

Más información

Título según WOS: Dependent Bayesian nonparametric modeling of compositional data using random Bernstein polynomials
Título de la Revista: ELECTRONIC JOURNAL OF STATISTICS
Volumen: 16
Número: 1
Editorial: INST MATHEMATICAL STATISTICS-IMS
Fecha de publicación: 2022
Página de inicio: 2346
Página final: 2405
DOI:

10.1214/22-EJS2002

Notas: ISI