There is a growing interest in the estimation of the number of unseen features, mostly driven by biological applications. A recent work brought out a peculiar property of the popular completely random measures (CRMs) as prior models in Bayesian nonparametric (BNP) inference for the unseen-features problem: for fixed prior's parameters, they all lead to a Poisson posterior distribution for the number of unseen features, which depends on the sampling information only through the sample size. CRMs are thus not a flexible prior model for the unseen-features problem and, while the Poisson posterior distribution may be appealing for analytical tractability and ease of interpretability, its independence from the sampling information makes the BNP approach a questionable oversimplification, with posterior inferences being completely determined by the estimation of unknown prior's parameters. In this paper, we introduce the stable-Beta scaled process (SB-SP) prior, and we show that it allows to enrich the posterior distribution of the number of unseen features arising under CRM priors, while maintaining its analytical tractability and interpretability. That is, the SB-SP prior leads to a negative Binomial posterior distribution, which depends on the sampling information through the sample size and the number of distinct features, with corresponding estimates being simple, linear in the sampling information and computationally efficient. We apply our BNP approach to synthetic data and to real cancer genomic data, showing that: i) it outperforms the most popular parametric and nonparametric competitors in terms of estimation accuracy; ii) it provides improved coverage for the estimation with respect to a BNP approach under CRM priors.
翻译:最近的一项工作揭示出流行的完全随机措施(CRMS)的特殊属性,这是巴伊西亚非参数(BNP)先前的模型,作为巴伊西亚非参数性(BNP)对不可见地物问题的推断:对于固定的先前参数,它们都会导致对不可见地物数量的Poisson后部分配,这只取决于抽样规模的抽样信息。因此,CRM并不是一个灵活的前期模式,用来处理不可见地物问题,而Poisson后部分布也许有利于分析的可变性和易懂性,但它与抽样信息的独立性不同,使得BNPP处理方法是一个令人怀疑的过于简单化问题。 在本文件中,我们引入了稳定-Beta规模化进程(SB-SP)之前,我们表明它能够丰富CRM以前出现的可视地物值的海面分布,同时显示其分析性易懂性和可解释性,而SBSP在先前的样品和直径性估算中则取决于B-S-S-RO的精确性数据。