Projected Pólya Tree

DOI10.48550/ARXIV.1902.06020arXiv1902.06020MaRDI QIDQ98325

Author name not available (Why is that?)

Publication date: 16 February 2019

Abstract: One way of defining probability distributions for circular variables (directions in two dimensions) is to radially project probability distributions, originally defined on $mathbb{R}^2$, to the unit circle. Projected distributions have proved to be useful in the study of circular and directional data. Although any bivariate distribution can be used to produce a projected circular model, these distributions are typically parametric. In this article we consider a bivariate P'olya tree on $mathbb{R}^2$ and project it to the unit circle to define a new Bayesian nonparametric model for circular data. We study the properties of the proposed model, obtain its posterior characterisation and show its performance with simulated and real datasets.

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