Logistic-beta processes for dependent random probabilities with beta marginals

TL;DR

This paper introduces the logistic-beta process, a new stochastic process for modeling dependent random probabilities with beta marginals, enabling flexible dependence modeling and efficient inference in Bayesian nonparametrics.

Contribution

The paper proposes the logistic-beta process, a novel stochastic process with beta marginals and flexible dependence, along with inference algorithms and applications to Bayesian nonparametric models.

Findings

Effective posterior inference algorithms developed.

Demonstrated benefits in binary regression and density estimation.

Applicable to dependent Dirichlet process extensions.

Abstract

The beta distribution serves as a canonical tool for modeling probabilities in statistics and machine learning. However, there is limited work on flexible and computationally convenient stochastic process extensions for modeling dependent random probabilities. We propose a novel stochastic process called the logistic-beta process, whose logistic transformation yields a stochastic process with common beta marginals. Logistic-beta processes can model dependence on both discrete and continuous domains, such as space or time, and have a flexible dependence structure through correlation kernels. Moreover, its normal variance-mean mixture representation leads to effective posterior inference algorithms. We show how the proposed logistic-beta process can be used to design computationally tractable dependent Bayesian nonparametric models, including dependent Dirichlet processes and extensions. We illustrate the benefits through nonparametric binary regression and conditional density estimation examples, both in simulation studies and in a pregnancy outcome application.