Projected Pólya Tree

02/16/2019

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by   Luis Nieto-Barajas, et al.

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One way of defining probability distributions for circular variables (directions in two dimensions) is to radially project probability distributions, originally defined on 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 distribution are typically parametric. In this article we consider a bivariate Pólya tree on 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.