Papers › Conditional Dirichlet Processes and Functional Condition Models
Conditional Dirichlet Processes and Functional Condition Models
Jaeyong Lee, Kwangmin Lee, Jaegui Lee, Seongil Jo
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In this paper, we study the conditional Dirichlet process (cDP) when a functional of a random distribution is specified. Specifically, we apply the cDP to the functional condition model, a nonparametric model in which a finite-dimensional parameter of interest is defined as the solution to a functional equation of the distribution. We derive both the posterior distribution of the parameter of interest and the posterior distribution of the underlying distribution itself. We establish two general limiting theorems for the posterior: one as the total mass of the Dirichlet process parameter tends to zero, and another as the sample size tends to infinity. We consider two specific models, the quantile model and the moment model, and propose algorithms for posterior computation, accompanied by illustrative data analysis examples. As a byproduct, we show that the Jeffreys substitute likelihood emerges as the limit of the marginal posterior in the functional condition model with a cDP prior, thereby providing a theoretical justification that has so far been lacking.
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