Saved in:
Bibliographic Details
Main Authors: Ramirez, Vianey Palacios, de Carvalho, Miguel, Inostroza, Luis Gutierrez
Format: Preprint
Published: 2022
Subjects:
Online Access:https://arxiv.org/abs/2211.00867
Tags: Add Tag
No Tags, Be the first to tag this record!
_version_ 1866913773360513024
author Ramirez, Vianey Palacios
de Carvalho, Miguel
Inostroza, Luis Gutierrez
author_facet Ramirez, Vianey Palacios
de Carvalho, Miguel
Inostroza, Luis Gutierrez
contents Heavy tails are often found in practice, and yet they are an Achilles heel of a variety of mainstream random probability measures such as the Dirichlet process (DP). The first contribution of this paper focuses on characterizing the tails of the so-called normalized generalized gamma (NGG) process. We show that the right tail of an NGG process is heavy-tailed provided that the centering distribution is itself heavy-tailed; the DP is the only member of the NGG class that fails to obey this convenient property. A second contribution of the paper rests on the development of two classes of heavy-tailed mixture models and the assessment of their relative merits. Multivariate extensions of the proposed heavy-tailed mixtures are devised here, along with a predictor-dependent version, to learn about the effect of covariates on a multivariate heavy-tailed response. The simulation study suggests that the proposed method performs well in various scenarios, and we showcase the application of the proposed methods in a neuroscience dataset.
format Preprint
id arxiv_https___arxiv_org_abs_2211_00867
institution arXiv
publishDate 2022
record_format arxiv
spellingShingle Heavy-Tailed NGG Mixture Models
Ramirez, Vianey Palacios
de Carvalho, Miguel
Inostroza, Luis Gutierrez
Statistics Theory
Heavy tails are often found in practice, and yet they are an Achilles heel of a variety of mainstream random probability measures such as the Dirichlet process (DP). The first contribution of this paper focuses on characterizing the tails of the so-called normalized generalized gamma (NGG) process. We show that the right tail of an NGG process is heavy-tailed provided that the centering distribution is itself heavy-tailed; the DP is the only member of the NGG class that fails to obey this convenient property. A second contribution of the paper rests on the development of two classes of heavy-tailed mixture models and the assessment of their relative merits. Multivariate extensions of the proposed heavy-tailed mixtures are devised here, along with a predictor-dependent version, to learn about the effect of covariates on a multivariate heavy-tailed response. The simulation study suggests that the proposed method performs well in various scenarios, and we showcase the application of the proposed methods in a neuroscience dataset.
title Heavy-Tailed NGG Mixture Models
topic Statistics Theory
url https://arxiv.org/abs/2211.00867