Projected Pólya Tree
Abstract
One way of defining probability distributions for circular variables (directions in two dimensions) is to radially project probability distributions, originally defined on $\mathbb{R}^2$, to the unit circle. Projected distributions have proved to be useful in the study of circular and directional data. Although any bivariate distribution can be used to produce a projected circular model, these distributions are typically parametric. In this article we consider a bivariate Pólya tree on $\mathbb{R}^2$ and project it to the unit circle to define a new Bayesian nonparametric model for circular data. We study the properties of the proposed model, obtain its posterior characterisation and show its performance with simulated and real datasets.
- Publication:
-
arXiv e-prints
- Pub Date:
- February 2019
- DOI:
- 10.48550/arXiv.1902.06020
- arXiv:
- arXiv:1902.06020
- Bibcode:
- 2019arXiv190206020N
- Keywords:
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- Statistics - Methodology;
- Statistics - Computation