Ann Inst Stat Math 2011 Feb;63(1):59-80
Department of Biostatistics, Harvard School of Public Health, 655 Huntington Ave. Bldg 2, Room 435A, Boston, MA 02115, USA.
As a generalization of the Dirichlet process (DP) to allow predictor dependence, we propose a local Dirichlet process (lDP). The lDP provides a prior distribution for a collection of random probability measures indexed by predictors. This is accomplished by assigning stick-breaking weights and atoms to random locations in a predictor space. Read More