NDLI: Posterior Expectation of Regularly Paved Random Histograms

Content Provider	ACM Digital Library
Author	Sainudiin, Raazesh Teng, Gloria Harlow, Jennifer Lee, Dominic
Copyright Year	2013
Abstract	We present a novel method for averaging a sequence of histogram states visited by a Metropolis-Hastings Markov chain whose stationary distribution is the posterior distribution over a dense space of tree-based histograms. The computational efficiency of our posterior mean histogram estimate relies on a statistical data-structure that is sufficient for nonparametric density estimation of massive, multidimensional metric data. This data-structure is formalized as statistical regular paving (SRP). A regular paving (RP) is a binary tree obtained by selectively bisecting boxes along their first widest side. SRP augments RP by mutably caching the recursively computable sufficient statistics of the data. The base Markov chain used to propose moves for the Metropolis-Hastings chain is a random walk that data-adaptively prunes and grows the SRP histogram tree. We use a prior distribution based on Catalan numbers and detect convergence heuristically. The performance of our posterior mean SRP histogram is empirically assessed for large sample sizes simulated from several multivariate distributions that belong to the space of SRP histograms.
Starting Page	1
Ending Page	20
Page Count	20
File Format	PDF
ISSN	10493301
e-ISSN	15581195
DOI	10.1145/2414416.2414422
Volume Number	23
Issue Number	1
Journal	ACM Transactions on Modeling and Computer Simulation (TOMACS)
Language	English
Publisher	Association for Computing Machinery (ACM)
Publisher Date	2013-01-01
Publisher Place	New York
Access Restriction	One Nation One Subscription (ONOS)
Subject Keyword	Bayesian estimation Catalan Prior Markov chain Monte Carlo Multivariate histogram Averaging tree-based histograms Statistical regular pavings
Content Type	Text
Resource Type	Article
Subject	Computer Science Applications Modeling and Simulation

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1	Ministry of Education (GoI), Department of Higher Education	Sanctioning Authority	https://www.education.gov.in/ict-initiatives
2	Indian Institute of Technology Kharagpur	Host Institute of the Project: The host institute of the project is responsible for providing infrastructure support and hosting the project	https://www.iitkgp.ac.in
3	National Digital Library of India Office, Indian Institute of Technology Kharagpur	The administrative and infrastructural headquarters of the project	Dr. B. Sutradhar bsutra@ndl.gov.in
4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
5	Website/Portal (Helpdesk)	Queries regarding NDLI and its services	support@ndl.gov.in
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9	IDR Setup or Support	Queries related to establishment and support of Institutional Digital Repository (IDR) and IDR workshops	idr@ndl.gov.in

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