Ordered Stick-Breaking Prior for Sequential MCMC Inference of Bayesian Nonparametric Models

Mrinal Kanti Das, Trapit Bansal, Chiranjib Bhattacharyya

Abstract: This paper introduces ordered stick-breaking process (OSBP), where the atoms in a stick-breaking process (SBP) appear in order. The choice of weights on the atoms of OSBP ensure that; (1) probabili...