A characterization of product-form exchangeable feature probability functions
Abstract
We characterize the class of exchangeable feature allocations assigning probability to a feature allocation of individuals, displaying features with counts for these features. Each element of this class is parametrized by a countable matrix and two sequences and of non-negative weights. Moreover, a consistency condition is imposed to guarantee that the distribution for feature allocations of individuals is recovered from that of individuals, when the last individual is integrated out. In Theorem 1.1, we prove that the only members of this class satisfying the consistency condition are mixtures of the Indian Buffet Process over its mass parameter and mixtures of the Beta--Bernoulli model over its dimensionality parameter . Hence, we provide a characterization of these two models as the only, up to randomization of the parameters, consistent exchangeable feature allocations having the required product form.
Cite
@article{arxiv.1607.02066,
title = {A characterization of product-form exchangeable feature probability functions},
author = {Marco Battiston and Stefano Favaro and Daniel M. Roy and Yee Whye Teh},
journal= {arXiv preprint arXiv:1607.02066},
year = {2016}
}
Comments
21 pages